-78.4%
PLUG vs IWD
+79.4%
-157.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -2.3% |
| 7D | -4.9% | -0.9% | -4.0% | -3.0% |
| 30D | -27.4% | +2.6% | -30.1% | -31.1% |
| 3M | -35.7% | +1.2% | -37.0% | -37.3% |
| 6M | -59.3% | +12.1% | -71.5% | -68.0% |
| YTD | -31.5% | +24.1% | -55.6% | -56.6% |
| 1Y | -48.9% | +28.5% | -77.4% | -69.8% |
| All | -78.4% | +79.4% | -157.8% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling