-99.4%
PLUG vs IWF
+727.1%
-826.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.5% | -1.5% | -1.7% |
| 30D | +3.3% | -0.4% | +3.7% | +4.3% |
| 3M | -39.7% | -2.6% | -37.1% | -36.6% |
| 6M | -12.5% | +9.1% | -21.6% | -22.2% |
| YTD | +10.2% | +4.5% | +5.7% | +4.9% |
| 1Y | +50.7% | +10.1% | +40.6% | +34.0% |
| 3Y | -74.5% | +77.6% | -152.1% | -89.2% |
| 5Y | -91.8% | +73.7% | -165.5% | -96.0% |
| 10Y | +43.7% | +411.5% | -367.8% | -84.1% |
| All | -99.4% | +727.1% | -826.5% | -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