+202.0%
IONQ vs PLUG
-95.8%
+297.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.4% | +16.0% | +20.5% |
| 7D | +8.6% | +5.8% | +2.7% | +6.8% |
| 30D | -21.1% | -18.5% | -2.6% | -13.5% |
| 3M | -17.9% | -30.0% | +12.1% | -4.1% |
| 6M | -37.9% | -56.2% | +18.2% | -12.7% |
| YTD | -27.3% | -26.4% | -0.9% | -18.4% |
| 1Y | -43.2% | -42.2% | -1.0% | -31.2% |
| 3Y | +191.0% | -76.8% | +267.8% | +262.9% |
| 5Y | +69.3% | -96.2% | +165.5% | +304.7% |
| All | +202.0% | -95.8% | +297.9% | +634.6% |
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