+1,055.8%
QBTS vs PLUG
-79.9%
+1,135.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.5% | -5.3% | -10.1% |
| 7D | -21.7% | -4.9% | -16.8% | -20.0% |
| 30D | -42.7% | -27.4% | -15.3% | -35.3% |
| 3M | -57.7% | -35.7% | -22.0% | -50.0% |
| 6M | -58.0% | -59.3% | +1.4% | -41.3% |
| YTD | -65.4% | -31.5% | -33.9% | -59.8% |
| 1Y | -70.8% | -48.9% | -22.0% | -63.3% |
| All | +1,055.8% | -79.9% | +1,135.7% | +1,358.1% |
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 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