+1.1%
PLUG vs IONS
-27.6%
+28.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.1% | +0.1% | -5.7% |
| 7D | -3.2% | -30.3% | +27.1% | +8.8% |
| 30D | -18.7% | -37.7% | +19.0% | -4.8% |
| 3M | -35.3% | -50.5% | +15.2% | -18.1% |
| 6M | -56.2% | -62.8% | +6.5% | -39.6% |
| YTD | -30.7% | -64.4% | +33.7% | -2.8% |
| 1Y | -46.7% | -59.5% | +12.8% | -29.0% |
| 3Y | -61.3% | -39.2% | -22.1% | -58.7% |
| 5Y | -96.6% | -15.3% | -81.3% | -96.8% |
| 10Y | +1.1% | -31.2% | +32.3% | +8.1% |
| All | +1.1% | -27.6% | +28.7% | +8.1% |
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