+70.7%
CIFR vs QBTS
+67.0%
+3.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.1% | -5.6% | -8.1% |
| 7D | +11.3% | +3.8% | +7.5% | +10.6% |
| 30D | +3.5% | -15.2% | +18.7% | +6.9% |
| 3M | -26.6% | -27.2% | +0.6% | -22.3% |
| 6M | +18.1% | -10.1% | +28.2% | +18.4% |
| YTD | +14.5% | -34.5% | +49.0% | +22.4% |
| 1Y | +83.3% | +6.0% | +77.3% | +80.1% |
| 3Y | +461.5% | +1,779.3% | -1,317.8% | +210.7% |
| 5Y | +29.3% | +75.4% | -46.1% | -14.9% |
| All | +70.7% | +67.0% | +3.7% | +14.4% |
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