-96.5%
PLUG vs IWD
+68.9%
-165.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +8.2% |
| 7D | +5.8% | -0.5% | +6.3% | +7.0% |
| 30D | -18.5% | +2.7% | -21.2% | -23.4% |
| 3M | -30.0% | +0.9% | -30.8% | -31.4% |
| 6M | -56.2% | +10.5% | -66.7% | -65.5% |
| YTD | -26.4% | +23.7% | -50.1% | -55.5% |
| 1Y | -42.2% | +28.7% | -71.0% | -68.1% |
| 3Y | -76.8% | +79.7% | -156.5% | -94.3% |
| All | -96.5% | +68.9% | -165.3% | -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