+296.4%
ARM vs QBTS
+1,435.2%
-1,138.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.1% |
| 7D | +5.5% | -2.4% | +7.9% | +5.8% |
| 30D | -8.2% | -22.5% | +14.3% | -5.1% |
| 3M | -35.9% | -40.0% | +4.1% | -31.5% |
| 6M | +103.1% | -12.3% | +115.4% | +105.0% |
| YTD | +130.6% | -36.6% | +167.2% | +139.7% |
| 1Y | +86.1% | +8.4% | +77.6% | +78.9% |
| All | +296.4% | +1,435.2% | -1,138.8% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling