+190.8%
AXP vs QBTS
-11.7%
+202.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.8% | +10.5% | -1.7% |
| 7D | +0.4% | -21.7% | +22.1% | +1.4% |
| 30D | +7.0% | -42.7% | +49.7% | +9.5% |
| 3M | -6.6% | -57.7% | +51.1% | -3.3% |
| 6M | +3.5% | -58.0% | +61.4% | +6.3% |
| YTD | -11.2% | -65.4% | +54.2% | -8.5% |
| 1Y | -10.2% | -70.8% | +60.7% | -7.1% |
| 3Y | +120.0% | +930.8% | -810.7% | +84.5% |
| 5Y | +95.6% | -7.8% | +103.4% | +64.6% |
| All | +190.8% | -11.7% | +202.5% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling