+632.4%
GEV vs QBTS
+740.0%
-107.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | -7.9% | -19.0% | +11.1% | -6.2% |
| 3M | +5.6% | -29.5% | +35.1% | +8.3% |
| 6M | +13.1% | -11.2% | +24.2% | +12.1% |
| YTD | +46.7% | -35.8% | +82.5% | +48.7% |
| 1Y | +51.3% | +1.7% | +49.6% | +46.6% |
| All | +632.4% | +740.0% | -107.6% | +457.7% |
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