+152.6%
C vs QBTS
+11.9%
+140.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -4.9% | +2.2% |
| 7D | -0.9% | +13.7% | -14.6% | -1.5% |
| 30D | -5.4% | -21.3% | +15.9% | -4.7% |
| 3M | -9.2% | -44.7% | +35.6% | -7.4% |
| 6M | -1.8% | -49.2% | +47.4% | -0.2% |
| YTD | +6.7% | -56.1% | +62.8% | +8.4% |
| 1Y | +23.5% | -61.1% | +84.6% | +25.6% |
| 3Y | +219.8% | +1,511.0% | -1,291.2% | +184.3% |
| 5Y | +112.4% | +16.6% | +95.8% | +88.2% |
| All | +152.6% | +11.9% | +140.7% | +137.3% |
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