+92.3%
DIA vs QBTS
+67.0%
+25.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | -1.2% | +3.8% | -5.1% | -1.3% |
| 30D | -2.7% | -15.2% | +12.5% | -2.4% |
| 3M | +3.3% | -27.2% | +30.5% | +3.7% |
| 6M | +10.4% | -10.1% | +20.5% | +10.1% |
| YTD | +10.0% | -34.5% | +44.5% | +10.1% |
| 1Y | +16.2% | +6.0% | +10.2% | +15.1% |
| 3Y | +58.7% | +1,779.3% | -1,720.5% | +48.5% |
| 5Y | +63.6% | +75.4% | -11.8% | +48.1% |
| All | +92.3% | +67.0% | +25.2% | +78.7% |
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