+227.7%
GDX vs QBTS
+81.8%
+145.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.4% | -1.0% |
| 7D | +4.0% | +6.8% | -2.9% | +3.7% |
| 30D | +9.5% | -14.9% | +24.4% | +9.9% |
| 3M | +25.1% | -31.6% | +56.7% | +26.1% |
| 6M | -2.9% | -4.9% | +2.0% | -3.1% |
| YTD | +14.7% | -32.4% | +47.2% | +15.0% |
| 1Y | +47.4% | +14.6% | +32.8% | +46.8% |
| 3Y | +259.7% | +1,839.6% | -1,579.9% | +250.0% |
| 5Y | +227.7% | +81.2% | +146.4% | +202.9% |
| All | +227.7% | +81.8% | +145.9% | +202.9% |
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