+70.2%
QBTS vs PLUG
-91.8%
+162.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -22.5% | +3.3% | -25.8% | -23.0% |
| 3M | -40.0% | -39.7% | -0.3% | -29.0% |
| 6M | -12.3% | -12.5% | +0.2% | -8.2% |
| YTD | -36.6% | +10.2% | -46.7% | -38.1% |
| 1Y | +8.4% | +50.7% | -42.3% | -4.0% |
| 3Y | +1,380.4% | -74.5% | +1,454.9% | +1,543.2% |
| All | +70.2% | -91.8% | +162.0% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling