-17.2%
F vs QBTS
-2.5%
-14.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | -3.1% | -10.5% | +7.4% | -2.8% |
| 30D | 0.0% | -20.5% | +20.6% | +0.5% |
| 3M | -13.2% | -54.3% | +41.0% | -11.6% |
| 6M | -10.2% | -55.4% | +45.2% | -8.7% |
| YTD | -4.9% | -63.4% | +58.5% | -3.4% |
| 1Y | -6.1% | -59.1% | +53.0% | -4.9% |
| 3Y | +46.0% | +1,216.8% | -1,170.8% | +36.8% |
| All | -17.2% | -2.5% | -14.7% | -37.3% |
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