+87.9%
F vs QBTS
+2.2%
+85.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.5% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +2.1% | -28.1% | +30.2% | +2.9% |
| 3M | -10.3% | -48.1% | +37.8% | -8.9% |
| 6M | +3.3% | -53.6% | +56.8% | +4.8% |
| YTD | -2.0% | -59.9% | +57.9% | -0.6% |
| 1Y | -2.3% | -64.3% | +62.0% | -0.9% |
| 3Y | +49.9% | +1,355.6% | -1,305.7% | +39.6% |
| 5Y | -12.5% | +6.6% | -19.1% | -29.7% |
| All | +87.9% | +2.2% | +85.7% | +60.8% |
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