+20.0%
PLUG vs IWF
+391.9%
-371.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | -1.0% |
| 7D | +14.5% | -1.0% | +15.5% | +16.5% |
| 30D | -10.7% | -10.1% | -0.6% | +5.5% |
| 3M | -31.2% | -7.6% | -23.6% | -21.8% |
| 6M | -51.9% | -6.7% | -45.2% | -45.7% |
| YTD | -23.9% | -2.5% | -21.3% | -19.3% |
| 1Y | -43.4% | -2.1% | -41.3% | -40.6% |
| 3Y | -74.7% | +68.6% | -143.3% | -88.9% |
| 5Y | -96.3% | +55.8% | -152.1% | -98.0% |
| 10Y | +20.0% | +383.3% | -363.3% | -82.2% |
| All | +20.0% | +391.9% | -371.9% | -82.2% |
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