+121.0%
F vs QBTS
+61.8%
+59.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +5.3% | -2.4% | +7.7% | +5.4% |
| 30D | +4.6% | -22.5% | +27.1% | +5.2% |
| 3M | -3.7% | -40.0% | +36.4% | -2.7% |
| 6M | +16.8% | -12.3% | +29.1% | +16.7% |
| YTD | +15.3% | -36.6% | +51.9% | +15.7% |
| 1Y | +31.0% | +8.4% | +22.6% | +29.8% |
| 3Y | +45.4% | +1,380.4% | -1,334.9% | +34.1% |
| 5Y | +54.7% | +69.7% | -15.0% | +22.7% |
| All | +121.0% | +61.8% | +59.3% | +87.2% |
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