+378.5%
APP vs QBTS
+77.1%
+301.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.2% | -3.4% |
| 7D | +0.1% | +6.8% | -6.7% | -0.7% |
| 30D | -10.0% | -14.9% | +4.9% | -8.6% |
| 3M | -44.6% | -31.6% | -13.1% | -42.6% |
| 6M | -37.9% | -4.9% | -32.9% | -38.6% |
| YTD | -53.7% | -32.4% | -21.3% | -52.8% |
| 1Y | -43.0% | +14.6% | -57.6% | -45.6% |
| 3Y | +640.8% | +1,839.6% | -1,198.9% | +431.1% |
| 5Y | +358.8% | +81.2% | +277.6% | +200.7% |
| All | +378.5% | +77.1% | +301.5% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling