+185.7%
IONQ vs PLUG
-96.4%
+282.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.8% | -0.6% | -5.9% |
| 7D | +16.8% | -8.1% | +24.9% | +21.4% |
| 30D | -11.1% | -20.5% | +9.4% | -1.6% |
| 3M | -31.7% | -45.9% | +14.1% | -11.8% |
| 6M | -44.8% | -65.2% | +20.4% | -15.2% |
| YTD | -31.2% | -37.1% | +5.8% | -17.8% |
| 1Y | -39.1% | -54.6% | +15.4% | -18.7% |
| 3Y | +189.5% | -64.9% | +254.4% | +216.0% |
| 5Y | +53.2% | -97.1% | +150.3% | +297.9% |
| All | +185.7% | -96.4% | +282.2% | +640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling