+190.2%
AXP vs QBTS
+11.9%
+178.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +0.7% |
| 7D | -1.1% | +13.7% | -14.8% | -1.8% |
| 30D | +5.2% | -21.3% | +26.5% | +6.1% |
| 3M | -4.6% | -44.7% | +40.2% | -2.4% |
| 6M | +3.2% | -49.2% | +52.4% | +5.2% |
| YTD | -11.3% | -56.1% | +44.8% | -9.7% |
| 1Y | -11.0% | -61.1% | +50.1% | -9.2% |
| 3Y | +120.2% | +1,511.0% | -1,390.8% | +81.3% |
| 5Y | +91.7% | +16.6% | +75.2% | +59.7% |
| All | +190.2% | +11.9% | +178.3% | +156.1% |
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