+1.1%
PLUG vs IWD
+203.8%
-202.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | +1.6% | -4.8% | -5.5% |
| 30D | -18.7% | +3.6% | -22.3% | -23.3% |
| 3M | -35.3% | +2.0% | -37.4% | -37.4% |
| 6M | -56.2% | +13.1% | -69.3% | -64.5% |
| YTD | -30.7% | +26.2% | -56.9% | -53.1% |
| 1Y | -46.7% | +29.6% | -76.2% | -65.4% |
| 3Y | -61.3% | +84.3% | -145.7% | -85.3% |
| 5Y | -96.6% | +73.4% | -170.0% | -98.5% |
| 10Y | +1.1% | +202.4% | -201.3% | -76.2% |
| All | +1.1% | +203.8% | -202.7% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling