-5.8%
QBTS vs PLUG
-95.9%
+90.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.5% | +7.6% | +0.2% |
| 7D | -10.5% | -23.4% | +13.0% | -3.3% |
| 30D | -20.5% | -23.4% | +2.9% | -13.7% |
| 3M | -54.3% | -51.7% | -2.5% | -43.3% |
| 6M | -55.4% | -72.0% | +16.6% | -35.4% |
| YTD | -63.4% | -43.7% | -19.8% | -56.2% |
| 1Y | -59.1% | -55.4% | -3.7% | -48.5% |
| 3Y | +1,216.8% | -68.0% | +1,284.8% | +1,443.4% |
| 5Y | -2.6% | -97.4% | +94.8% | +31.9% |
| All | -5.8% | -95.9% | +90.1% | +28.1% |
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