-96.5%
PLUG vs IWD
+70.2%
-166.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -1.5% |
| 7D | -4.9% | -0.9% | -4.0% | -2.8% |
| 30D | -27.4% | +2.6% | -30.1% | -31.6% |
| 3M | -35.7% | +1.2% | -37.0% | -37.6% |
| 6M | -59.3% | +12.1% | -71.5% | -69.1% |
| YTD | -31.5% | +24.1% | -55.6% | -58.9% |
| 1Y | -48.9% | +28.5% | -77.4% | -71.6% |
| 3Y | -79.6% | +79.5% | -159.1% | -95.0% |
| 5Y | -96.5% | +70.3% | -166.8% | -98.9% |
| All | -96.5% | +70.2% | -166.7% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling