+46.1%
ASML vs QBTS
-66.5%
+112.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.0% | -11.8% | +1.8% | -8.2% |
| 30D | -19.4% | -33.6% | +14.2% | -14.3% |
| 3M | -12.5% | -52.5% | +40.0% | -2.6% |
| 6M | +8.2% | -50.4% | +58.6% | +18.2% |
| YTD | +40.7% | -60.3% | +101.0% | +53.9% |
| 1Y | +46.1% | -65.1% | +111.2% | +61.8% |
| All | +46.1% | -66.5% | +112.7% | +61.8% |
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