+50.5%
F vs QBTS
+1,243.6%
-1,193.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | +2.1% | -28.1% | +30.2% | +3.3% |
| 3M | -10.3% | -48.1% | +37.8% | -8.1% |
| 6M | +3.3% | -53.6% | +56.8% | +5.7% |
| YTD | -2.0% | -59.9% | +57.9% | +0.2% |
| 1Y | -2.3% | -64.3% | +62.0% | -0.1% |
| All | +50.5% | +1,243.6% | -1,193.1% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling