-46.7%
PLUG vs IWD
+29.9%
-76.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.5% |
| 3M | -35.3% | +2.0% | -37.4% | -37.5% |
| 6M | -56.2% | +13.1% | -69.3% | -65.5% |
| YTD | -30.7% | +26.2% | -56.9% | -59.8% |
| 1Y | -46.7% | +29.6% | -76.2% | -71.8% |
| All | -46.7% | +29.9% | -76.6% | -71.8% |
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