-42.1%
PLUG vs IWF
-1.6%
-40.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +2.9% |
| 7D | +2.8% | -4.2% | +7.0% | +10.0% |
| 30D | -22.8% | -8.1% | -14.6% | -11.3% |
| 3M | -32.4% | -5.1% | -27.3% | -26.1% |
| 6M | -53.4% | -1.4% | -51.9% | -51.2% |
| YTD | -25.9% | -0.1% | -25.8% | -26.7% |
| 1Y | -42.1% | -1.3% | -40.8% | -42.4% |
| All | -42.1% | -1.6% | -40.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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