+900.5%
AVGO vs QBTS
+62.5%
+837.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -13.3% | -17.6% | +4.4% | -12.1% |
| 3M | -2.9% | -28.3% | +25.5% | -1.0% |
| 6M | +5.7% | -11.2% | +16.9% | +5.2% |
| YTD | +4.6% | -36.3% | +40.9% | +6.0% |
| 1Y | -1.6% | +3.9% | -5.5% | -4.5% |
| 3Y | +336.2% | +1,728.8% | -1,392.5% | +245.7% |
| 5Y | +695.6% | +70.9% | +624.8% | +516.0% |
| All | +900.5% | +62.5% | +837.9% | +687.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling