+37.3%
ANET vs QBTS
+7.2%
+30.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | -1.8% | -22.5% | +20.7% | +1.1% |
| 3M | +16.7% | -40.0% | +56.7% | +22.7% |
| 6M | +43.7% | -12.3% | +56.0% | +41.7% |
| YTD | +47.9% | -36.6% | +84.5% | +47.8% |
| 1Y | +37.3% | +8.4% | +28.8% | +43.8% |
| All | +37.3% | +7.2% | +30.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 1y: compounded portfolio wealth divided by compounded QBTS 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…
1y analysis · Full analysis span regression · 6 months rolling