+345.6%
AVGO vs QBTS
+1,677.7%
-1,332.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | +2.3% |
| 7D | -0.3% | +6.8% | -7.1% | -1.0% |
| 30D | -13.8% | -14.9% | +1.0% | -12.5% |
| 3M | -6.9% | -31.6% | +24.7% | -3.9% |
| 6M | +11.9% | -4.9% | +16.9% | +10.2% |
| YTD | +6.9% | -32.4% | +39.3% | +8.1% |
| 1Y | +7.4% | +14.6% | -7.2% | +1.6% |
| 3Y | +345.6% | +1,839.6% | -1,494.1% | +202.4% |
| All | +345.6% | +1,677.7% | -1,332.1% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling