+144.7%
IONQ vs PLUG
-96.1%
+240.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.5% | -3.0% | -7.5% |
| 7D | -16.7% | -4.9% | -11.7% | -14.8% |
| 30D | -38.9% | -27.4% | -11.5% | -30.2% |
| 3M | -33.8% | -35.7% | +1.9% | -20.4% |
| 6M | -44.9% | -59.3% | +14.4% | -20.5% |
| YTD | -41.1% | -31.5% | -9.6% | -32.3% |
| 1Y | -52.3% | -48.9% | -3.4% | -39.7% |
| 3Y | +128.2% | -79.6% | +207.8% | +199.3% |
| 5Y | +37.2% | -96.5% | +133.6% | +236.0% |
| All | +144.7% | -96.1% | +240.8% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling