-9.9%
PLUG vs IONS
-33.8%
+23.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -6.8% | -29.4% | +22.6% | +4.3% |
| 30D | -16.0% | -35.1% | +19.1% | -3.1% |
| 3M | -38.7% | -48.9% | +10.1% | -23.3% |
| 6M | -61.4% | -62.4% | +1.1% | -46.9% |
| YTD | -31.0% | -64.2% | +33.2% | -3.4% |
| 1Y | -46.2% | -60.9% | +14.7% | -27.4% |
| 3Y | -61.5% | -38.9% | -22.6% | -58.9% |
| 5Y | -96.9% | -15.6% | -81.3% | -97.1% |
| All | -9.9% | -33.8% | +23.9% | +1.6% |
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