-58.9%
CIFR vs QBTS
-65.9%
+7.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | +4.8% |
| 7D | +28.8% | +8.7% | +20.1% | +22.8% |
| 30D | -36.9% | -26.5% | -10.5% | -24.9% |
| 3M | -60.0% | -52.6% | -7.4% | -40.9% |
| 6M | -64.4% | -56.0% | -8.4% | -48.4% |
| YTD | -51.6% | -62.4% | +10.8% | -25.3% |
| 1Y | -58.9% | -62.7% | +3.9% | -38.3% |
| All | -58.9% | -65.9% | +7.0% | -38.3% |
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 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