+643.2%
GEV vs QBTS
+783.5%
-140.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | +2.5% |
| 7D | +8.1% | +6.8% | +1.3% | +7.4% |
| 30D | -1.9% | -14.9% | +13.0% | -0.6% |
| 3M | +4.1% | -31.6% | +35.7% | +6.9% |
| 6M | +23.2% | -4.9% | +28.2% | +21.4% |
| YTD | +48.9% | -32.4% | +81.3% | +50.2% |
| 1Y | +62.2% | +14.6% | +47.6% | +55.7% |
| All | +643.2% | +783.5% | -140.3% | +463.2% |
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