+83.3%
CIFR vs QBTS
+10.8%
+72.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.1% | -5.6% | -7.2% |
| 7D | +11.3% | +3.8% | +7.5% | +9.5% |
| 30D | +3.5% | -15.2% | +18.7% | +11.7% |
| 3M | -26.6% | -27.2% | +0.6% | -16.9% |
| 6M | +18.1% | -10.1% | +28.2% | +12.9% |
| YTD | +14.5% | -34.5% | +49.0% | +29.0% |
| 1Y | +83.3% | +6.0% | +77.3% | +79.0% |
| All | +83.3% | +10.8% | +72.5% | +79.0% |
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