+55.9%
PLUG vs IWF
+409.9%
-354.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.6% |
| 7D | +8.1% | +1.5% | +6.6% | +5.7% |
| 30D | +3.7% | -1.3% | +4.9% | +6.0% |
| 3M | -29.2% | +0.1% | -29.3% | -28.8% |
| 6M | +6.1% | +10.3% | -4.2% | -7.6% |
| YTD | +14.7% | +4.2% | +10.6% | +9.5% |
| 1Y | +56.9% | +9.3% | +47.6% | +40.4% |
| 3Y | -71.6% | +79.3% | -151.0% | -88.6% |
| 5Y | -91.0% | +73.8% | -164.8% | -95.9% |
| 10Y | +55.9% | +410.9% | -355.0% | -77.5% |
| All | +55.9% | +409.9% | -354.1% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling