-7.5%
PLUG vs IWF
+392.3%
-399.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -4.2% |
| 7D | -6.8% | -1.1% | -5.8% | -5.3% |
| 30D | -16.0% | -8.3% | -7.8% | -3.8% |
| 3M | -38.7% | -5.6% | -33.2% | -32.7% |
| 6M | -61.4% | -5.4% | -55.9% | -57.3% |
| YTD | -31.0% | -1.2% | -29.8% | -28.4% |
| 1Y | -46.2% | -2.7% | -43.6% | -42.9% |
| 3Y | -61.5% | +67.8% | -129.2% | -82.6% |
| 5Y | -96.9% | +60.1% | -157.0% | -98.4% |
| 10Y | -7.5% | +392.2% | -399.7% | -87.8% |
| All | -7.5% | +392.3% | -399.7% | -87.8% |
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