-74.6%
PLUG vs IWF
+78.0%
-152.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.5% | -1.5% | -1.6% |
| 30D | +3.3% | -0.4% | +3.7% | +4.2% |
| 3M | -39.7% | -2.6% | -37.1% | -37.1% |
| 6M | -12.5% | +9.1% | -21.6% | -20.5% |
| YTD | +10.2% | +4.5% | +5.7% | +5.7% |
| 1Y | +50.7% | +10.1% | +40.6% | +37.6% |
| All | -74.6% | +78.0% | -152.7% | -84.6% |
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