+1,343.5%
QBTS vs PLUG
-59.1%
+1,402.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.7% | 0.0% | -5.2% |
| 7D | +1.1% | -2.8% | +3.9% | +2.9% |
| 30D | -28.1% | -18.5% | -9.6% | -21.4% |
| 3M | -48.1% | -35.1% | -13.0% | -38.0% |
| 6M | -53.6% | -56.1% | +2.5% | -35.4% |
| YTD | -59.9% | -30.5% | -29.5% | -53.2% |
| 1Y | -64.3% | -46.5% | -17.8% | -55.1% |
| All | +1,343.5% | -59.1% | +1,402.6% | +1,550.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling