+513.4%
GE vs QBTS
-6.7%
+520.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +2.7% | -10.5% | +13.1% | +3.0% |
| 30D | +8.1% | -20.5% | +28.6% | +8.8% |
| 3M | -7.9% | -54.3% | +46.4% | -5.7% |
| 6M | +12.9% | -55.4% | +68.3% | +15.0% |
| YTD | +8.2% | -63.4% | +71.6% | +10.3% |
| 1Y | +9.7% | -59.1% | +68.8% | +11.2% |
| 3Y | +266.1% | +1,216.8% | -950.7% | +233.1% |
| 5Y | +407.4% | -2.6% | +410.0% | +328.9% |
| All | +513.4% | -6.7% | +520.1% | +463.4% |
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