+92.9%
DIA vs QBTS
+3.9%
+89.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +1.3% | -22.5% | +23.8% | +1.7% |
| 3M | -2.1% | -47.4% | +45.3% | -1.0% |
| 6M | +6.2% | -55.7% | +61.9% | +7.4% |
| YTD | +10.3% | -59.3% | +69.6% | +11.4% |
| 1Y | +11.0% | -63.3% | +74.3% | +12.0% |
| 3Y | +60.4% | +1,379.2% | -1,318.8% | +51.1% |
| 5Y | +59.1% | +8.3% | +50.7% | +45.3% |
| All | +92.9% | +3.9% | +89.0% | +80.7% |
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