+116.7%
AXP vs QBTS
+1,335.6%
-1,218.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.4% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +5.0% | -28.1% | +33.0% | +6.4% |
| 3M | -4.2% | -48.1% | +43.8% | -1.6% |
| 6M | +2.9% | -53.6% | +56.5% | +5.5% |
| YTD | -11.6% | -59.9% | +48.3% | -9.4% |
| 1Y | -11.1% | -64.3% | +53.2% | -8.8% |
| 3Y | +116.7% | +1,355.6% | -1,238.8% | +76.1% |
| All | +116.7% | +1,335.6% | -1,218.9% | +76.1% |
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 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