+63.3%
QBTS vs PLUG
-92.0%
+155.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -22.5% | +3.3% | -25.8% | -22.9% |
| 3M | -40.0% | -39.7% | -0.3% | -30.6% |
| 6M | -12.3% | -12.5% | +0.2% | -8.6% |
| YTD | -36.6% | +10.2% | -46.7% | -37.7% |
| 1Y | +8.4% | +50.7% | -42.3% | -1.5% |
| 3Y | +1,380.4% | -74.5% | +1,454.9% | +1,493.4% |
| 5Y | +69.7% | -91.8% | +161.5% | +87.0% |
| All | +63.3% | -92.0% | +155.3% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling