+186.8%
AXP vs QBTS
-6.7%
+193.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | -0.1% | -10.5% | +10.4% | +0.3% |
| 30D | +4.4% | -20.5% | +25.0% | +5.3% |
| 3M | -6.4% | -54.3% | +47.8% | -3.5% |
| 6M | +4.2% | -55.4% | +59.6% | +6.7% |
| YTD | -12.4% | -63.4% | +51.1% | -10.0% |
| 1Y | -11.1% | -59.1% | +48.0% | -9.4% |
| 3Y | +114.9% | +1,216.8% | -1,101.9% | +78.5% |
| 5Y | +87.4% | -2.6% | +90.1% | +57.2% |
| All | +186.8% | -6.7% | +193.6% | +155.1% |
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