-42.1%
PLUG vs IWD
+33.0%
-75.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | -1.1% |
| 7D | +2.8% | +2.5% | +0.3% | -1.7% |
| 30D | -22.8% | +6.0% | -28.7% | -30.5% |
| 3M | -32.4% | +3.8% | -36.2% | -36.9% |
| 6M | -53.4% | +16.3% | -69.7% | -65.6% |
| YTD | -25.9% | +27.5% | -53.4% | -58.5% |
| 1Y | -42.1% | +32.8% | -74.9% | -72.3% |
| All | -42.1% | +33.0% | -75.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling