-65.1%
QBTS vs PLUG
-44.1%
-21.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -2.1% |
| 7D | -11.8% | +2.8% | -14.6% | -13.3% |
| 30D | -33.6% | -22.8% | -10.9% | -22.4% |
| 3M | -52.5% | -32.4% | -20.0% | -39.6% |
| 6M | -50.4% | -53.4% | +3.0% | -22.4% |
| YTD | -60.3% | -25.9% | -34.4% | -50.8% |
| 1Y | -65.1% | -42.1% | -23.0% | -53.2% |
| All | -65.1% | -44.1% | -21.0% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling