-99.6%
PLUG vs IWF
+649.6%
-749.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.5% |
| 7D | +5.8% | -5.0% | +10.8% | +14.4% |
| 30D | -18.5% | -13.2% | -5.3% | +0.9% |
| 3M | -30.0% | -9.4% | -20.5% | -18.3% |
| 6M | -56.2% | -8.6% | -47.6% | -49.2% |
| YTD | -26.4% | -5.3% | -21.1% | -18.6% |
| 1Y | -42.2% | -5.0% | -37.2% | -36.6% |
| 3Y | -76.8% | +64.6% | -141.5% | -89.0% |
| 5Y | -96.2% | +50.8% | -147.0% | -97.7% |
| 10Y | +2.1% | +385.7% | -383.6% | -87.8% |
| All | -99.6% | +649.6% | -749.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling