+32.6%
ASML vs QBTS
-70.3%
+102.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.8% | +3.5% | -7.2% |
| 7D | -19.0% | -21.7% | +2.7% | -15.6% |
| 30D | -25.9% | -42.7% | +16.8% | -19.2% |
| 3M | -19.1% | -57.7% | +38.6% | -8.1% |
| 6M | -5.7% | -58.0% | +52.3% | +5.8% |
| YTD | +27.6% | -65.4% | +93.0% | +42.7% |
| All | +32.6% | -70.3% | +102.9% | +48.0% |
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 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