+4.9%
QBTS vs PLUG
-95.0%
+99.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +2.6% | -6.8% | +9.5% | +5.3% |
| 30D | -22.5% | -16.0% | -6.4% | -17.9% |
| 3M | -47.4% | -38.7% | -8.6% | -39.0% |
| 6M | -55.7% | -61.4% | +5.7% | -41.3% |
| YTD | -59.3% | -31.0% | -28.3% | -54.0% |
| 1Y | -63.3% | -46.2% | -17.0% | -56.2% |
| 3Y | +1,379.2% | -61.5% | +1,440.6% | +1,540.7% |
| 5Y | +8.3% | -96.9% | +105.2% | +38.6% |
| All | +4.9% | -95.0% | +99.9% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling