-68.0%
PLUG vs IWF
+65.9%
-133.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -9.0% |
| 7D | -23.4% | +2.8% | -26.3% | -26.1% |
| 30D | -23.4% | -7.5% | -15.9% | -14.5% |
| 3M | -51.7% | -8.5% | -43.3% | -45.1% |
| 6M | -72.0% | -7.4% | -64.6% | -68.4% |
| YTD | -43.7% | -2.6% | -41.0% | -40.3% |
| 1Y | -55.4% | -1.8% | -53.6% | -53.3% |
| 3Y | -68.0% | +65.5% | -133.5% | -85.9% |
| All | -68.0% | +65.9% | -133.9% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling