-71.1%
CIFR vs QBTS
-66.5%
-4.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.1% | -20.0% | -20.0% |
| 7D | -26.7% | -11.8% | -14.9% | -21.2% |
| 30D | -58.0% | -33.6% | -24.4% | -47.1% |
| 3M | -68.1% | -52.5% | -15.7% | -53.0% |
| 6M | -63.7% | -50.4% | -13.3% | -51.2% |
| YTD | -56.0% | -60.3% | +4.3% | -33.7% |
| 1Y | -71.1% | -65.1% | -6.0% | -54.2% |
| All | -71.1% | -66.5% | -4.6% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling