+250.6%
ASML vs QBTS
+2.2%
+248.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.3% | +0.2% |
| 7D | -2.9% | +1.1% | -3.9% | -3.0% |
| 30D | -15.2% | -28.1% | +12.9% | -13.5% |
| 3M | -12.9% | -48.1% | +35.2% | -9.6% |
| 6M | -5.0% | -53.6% | +48.5% | -1.5% |
| YTD | +41.8% | -59.9% | +101.7% | +47.2% |
| 1Y | +46.0% | -64.3% | +110.4% | +51.8% |
| 3Y | +133.5% | +1,355.6% | -1,222.1% | +93.8% |
| 5Y | +93.0% | +6.6% | +86.4% | +58.2% |
| All | +250.6% | +2.2% | +248.4% | +188.2% |
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