+162.2%
ARM vs QBTS
+738.0%
-575.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.8% | -0.3% | -11.1% |
| 7D | -27.1% | -21.7% | -5.4% | -24.2% |
| 30D | -44.9% | -42.7% | -2.2% | -39.9% |
| 3M | -39.3% | -57.7% | +18.4% | -31.1% |
| 6M | -20.2% | -58.0% | +37.8% | -9.5% |
| YTD | +52.5% | -65.4% | +117.9% | +74.0% |
| 1Y | +4.1% | -70.8% | +74.9% | +19.8% |
| 3Y | +211.7% | +930.8% | -719.1% | +65.6% |
| All | +162.2% | +738.0% | -575.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling