+53.9%
PLUG vs IWF
+8.6%
+45.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | +3.8% | +0.5% | +3.3% | +2.8% |
| 30D | +2.8% | -1.4% | +4.2% | +5.7% |
| 3M | -25.4% | +0.4% | -25.9% | -25.7% |
| 6M | -0.5% | +8.5% | -8.9% | -12.5% |
| YTD | +10.2% | +3.7% | +6.5% | +5.3% |
| 1Y | +53.9% | +8.5% | +45.4% | +33.8% |
| All | +53.9% | +8.6% | +45.3% | +33.8% |
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 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