-96.5%
PLUG vs IWF
+50.6%
-147.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.4% |
| 7D | +5.8% | -5.0% | +10.8% | +15.2% |
| 30D | -18.5% | -13.2% | -5.3% | +3.0% |
| 3M | -30.0% | -9.4% | -20.5% | -17.2% |
| 6M | -56.2% | -8.6% | -47.6% | -48.6% |
| YTD | -26.4% | -5.3% | -21.1% | -18.2% |
| 1Y | -42.2% | -5.0% | -37.2% | -36.3% |
| 3Y | -76.8% | +64.6% | -141.5% | -90.6% |
| All | -96.5% | +50.6% | -147.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling