+533.6%
GE vs QBTS
+3.9%
+529.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | +4.0% | +2.6% | +1.4% | +3.9% |
| 30D | +11.1% | -22.5% | +33.5% | +11.8% |
| 3M | -6.7% | -47.4% | +40.6% | -5.0% |
| 6M | +14.3% | -55.7% | +70.0% | +16.4% |
| YTD | +11.7% | -59.3% | +71.0% | +13.5% |
| 1Y | +10.9% | -63.3% | +74.2% | +12.7% |
| 3Y | +279.0% | +1,379.2% | -1,100.2% | +243.5% |
| 5Y | +427.0% | +8.3% | +418.7% | +343.7% |
| All | +533.6% | +3.9% | +529.7% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling