+863.9%
AVGO vs QBTS
-6.7%
+870.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -1.9% | -4.5% |
| 7D | +18.2% | -10.5% | +28.6% | +19.1% |
| 30D | +0.2% | -20.5% | +20.8% | +1.8% |
| 3M | -16.8% | -54.3% | +37.5% | -12.1% |
| 6M | -16.5% | -55.4% | +39.0% | -12.3% |
| YTD | +0.8% | -63.4% | +64.3% | +6.2% |
| 1Y | +2.8% | -59.1% | +62.0% | +7.1% |
| 3Y | +278.5% | +1,216.8% | -938.3% | +211.0% |
| 5Y | +573.1% | -2.6% | +575.7% | +443.3% |
| All | +863.9% | -6.7% | +870.6% | +689.3% |
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