+79.2%
CIFR vs QBTS
+61.8%
+17.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.4% |
| 7D | +16.9% | -2.4% | +19.4% | +17.6% |
| 30D | -5.2% | -22.5% | +17.3% | -0.5% |
| 3M | -30.6% | -40.0% | +9.4% | -23.5% |
| 6M | +10.6% | -12.3% | +22.9% | +11.4% |
| YTD | +20.2% | -36.6% | +56.8% | +29.2% |
| 1Y | +139.7% | +8.4% | +131.3% | +135.2% |
| 3Y | +489.4% | +1,380.4% | -891.0% | +232.5% |
| 5Y | +54.4% | +69.7% | -15.3% | +2.3% |
| All | +79.2% | +61.8% | +17.4% | +20.8% |
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