+86.4%
ASML vs QBTS
+16.9%
+69.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.4% | -1.2% | +5.7% |
| 7D | -0.8% | +13.7% | -14.5% | -1.7% |
| 30D | -14.9% | -21.3% | +6.4% | -13.7% |
| 3M | -13.0% | -44.7% | +31.8% | -10.0% |
| 6M | -4.7% | -49.2% | +44.5% | -1.7% |
| YTD | +42.3% | -56.1% | +98.4% | +46.8% |
| 1Y | +49.7% | -61.1% | +110.8% | +54.7% |
| 3Y | +144.3% | +1,511.0% | -1,366.7% | +102.7% |
| 5Y | +86.4% | +16.6% | +69.8% | +42.5% |
| All | +86.4% | +16.9% | +69.4% | +42.5% |
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