-96.3%
PLUG vs IONS
-11.1%
-85.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.4% | +24.8% | +11.8% |
| 7D | +14.5% | -24.8% | +39.3% | +26.1% |
| 30D | -10.7% | -31.5% | +20.8% | +2.3% |
| 3M | -31.2% | -45.2% | +14.0% | -14.3% |
| 6M | -51.9% | -59.1% | +7.1% | -33.9% |
| YTD | -23.9% | -60.8% | +37.0% | +6.6% |
| 1Y | -43.4% | -57.9% | +14.5% | -23.6% |
| 3Y | -74.7% | -34.5% | -40.2% | -73.9% |
| 5Y | -96.3% | -8.8% | -87.5% | -97.1% |
| All | -96.3% | -11.1% | -85.2% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling