+15.1%
PLUG vs IONS
+17.3%
-2.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.8% |
| 7D | +5.8% | -9.4% | +15.3% | +9.8% |
| 30D | -18.5% | -10.7% | -7.8% | -15.1% |
| 3M | -30.0% | -27.7% | -2.3% | -21.8% |
| 6M | -56.2% | -48.7% | -7.5% | -45.6% |
| YTD | -26.4% | -50.2% | +23.8% | -7.7% |
| 1Y | -42.2% | -46.8% | +4.6% | -29.5% |
| 3Y | -76.8% | -14.8% | -62.0% | -77.6% |
| 5Y | -96.2% | +17.0% | -113.2% | -96.8% |
| All | +15.1% | +17.3% | -2.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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