+95.9%
DIA vs QBTS
+61.8%
+34.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -1.5% | -22.5% | +21.0% | -1.1% |
| 3M | +3.8% | -40.0% | +43.8% | +4.5% |
| 6M | +10.3% | -12.3% | +22.6% | +10.0% |
| YTD | +12.1% | -36.6% | +48.7% | +12.3% |
| 1Y | +18.6% | +8.4% | +10.2% | +17.5% |
| 3Y | +60.6% | +1,380.4% | -1,319.7% | +50.5% |
| 5Y | +64.4% | +69.7% | -5.3% | +49.0% |
| All | +95.9% | +61.8% | +34.2% | +82.2% |
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