+187.2%
AXP vs QBTS
+4.2%
+183.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.0% | -19.2% | -2.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.8% | -29.8% | +35.7% | +7.3% |
| 3M | -6.0% | -45.0% | +38.9% | -3.9% |
| 6M | +0.3% | -55.2% | +55.5% | +2.7% |
| YTD | -12.3% | -59.2% | +46.9% | -10.3% |
| 1Y | -11.2% | -62.4% | +51.1% | -9.3% |
| 3Y | +117.0% | +1,264.0% | -1,147.0% | +79.8% |
| 5Y | +93.2% | +8.8% | +84.4% | +61.3% |
| All | +187.2% | +4.2% | +183.0% | +154.3% |
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