-42.2%
PLUG vs IWD
+28.1%
-70.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +8.0% |
| 7D | +5.8% | -0.5% | +6.3% | +6.9% |
| 30D | -18.5% | +2.7% | -21.2% | -22.1% |
| 3M | -30.0% | +0.9% | -30.8% | -31.0% |
| 6M | -56.2% | +10.5% | -66.7% | -64.0% |
| YTD | -26.4% | +23.7% | -50.1% | -55.7% |
| 1Y | -42.2% | +28.7% | -71.0% | -69.9% |
| All | -42.2% | +28.1% | -70.4% | -69.9% |
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