+231.3%
ASML vs QBTS
+4.2%
+227.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +18.0% | -13.0% | +3.9% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -21.0% | -29.8% | +8.9% | -19.3% |
| 3M | -16.3% | -45.0% | +28.7% | -13.4% |
| 6M | -7.5% | -55.2% | +47.7% | -3.9% |
| YTD | +34.0% | -59.2% | +93.1% | +38.9% |
| 1Y | +39.3% | -62.4% | +101.7% | +44.3% |
| 3Y | +128.9% | +1,264.0% | -1,135.1% | +90.2% |
| 5Y | +76.1% | +8.8% | +67.3% | +44.1% |
| All | +231.3% | +4.2% | +227.1% | +172.0% |
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