+104.7%
COST vs QBTS
+71.2%
+33.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -2.5% | -1.0% | -1.5% | -2.5% |
| 30D | -4.4% | -17.6% | +13.2% | -4.4% |
| 3M | -8.1% | -28.3% | +20.3% | -8.0% |
| 6M | -9.2% | -11.2% | +1.9% | -9.4% |
| YTD | +5.1% | -36.3% | +41.4% | +5.1% |
| 1Y | -5.1% | +3.9% | -9.0% | -5.8% |
| 3Y | +70.4% | +1,728.8% | -1,658.4% | +62.2% |
| 5Y | +104.7% | +70.9% | +33.8% | +79.1% |
| All | +104.7% | +71.2% | +33.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling