+183.6%
C vs QBTS
+61.8%
+121.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +3.6% | -2.4% | +6.0% | +3.7% |
| 30D | +0.1% | -22.5% | +22.5% | +0.9% |
| 3M | +2.4% | -40.0% | +42.4% | +3.9% |
| 6M | +24.9% | -12.3% | +37.3% | +24.4% |
| YTD | +19.8% | -36.6% | +56.4% | +20.3% |
| 1Y | +44.9% | +8.4% | +36.4% | +42.3% |
| 3Y | +263.0% | +1,380.4% | -1,117.4% | +220.2% |
| 5Y | +129.5% | +69.7% | +59.8% | +100.6% |
| All | +183.6% | +61.8% | +121.9% | +163.3% |
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 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