-99.4%
PLUG vs IWD
+726.5%
-826.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.5% |
| 30D | +3.3% | +0.6% | +2.7% | +2.4% |
| 3M | -39.7% | +7.2% | -46.9% | -46.1% |
| 6M | -12.5% | +16.2% | -28.7% | -30.6% |
| YTD | +10.2% | +23.3% | -13.2% | -20.2% |
| 1Y | +50.7% | +29.6% | +21.1% | +2.6% |
| 3Y | -74.5% | +70.5% | -145.0% | -88.2% |
| 5Y | -91.8% | +73.5% | -165.3% | -95.9% |
| 10Y | +43.7% | +198.3% | -154.6% | -66.5% |
| All | -99.4% | +726.5% | -826.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling