+89.5%
AXP vs QBTS
+8.5%
+81.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | +3.7% | -22.5% | +26.2% | +4.7% |
| 3M | -4.9% | -47.4% | +42.5% | -2.6% |
| 6M | +4.1% | -55.7% | +59.7% | +6.6% |
| YTD | -11.7% | -59.3% | +47.6% | -9.7% |
| 1Y | -11.7% | -63.3% | +51.5% | -9.7% |
| 3Y | +116.5% | +1,379.2% | -1,262.7% | +79.3% |
| 5Y | +89.5% | +8.3% | +81.2% | +54.7% |
| All | +89.5% | +8.5% | +81.0% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling