+219.8%
ARM vs QBTS
+886.1%
-666.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.6% | +10.4% | +11.8% |
| 7D | +6.0% | +2.6% | +3.4% | +5.6% |
| 30D | -20.3% | -22.5% | +2.2% | -17.1% |
| 3M | -24.4% | -47.4% | +23.0% | -17.0% |
| 6M | -4.4% | -55.7% | +51.3% | +6.8% |
| YTD | +86.0% | -59.3% | +145.3% | +106.7% |
| 1Y | +35.8% | -63.3% | +99.1% | +51.2% |
| 3Y | +289.1% | +1,379.2% | -1,090.1% | +93.4% |
| All | +219.8% | +886.1% | -666.3% | +73.1% |
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