+289.9%
GLW vs QBTS
+3.9%
+285.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +7.3% |
| 7D | +1.4% | +2.6% | -1.2% | +1.3% |
| 30D | -18.2% | -22.5% | +4.3% | -17.0% |
| 3M | -24.2% | -47.4% | +23.2% | -21.4% |
| 6M | -41.7% | -55.7% | +14.0% | -39.2% |
| YTD | +38.3% | -59.3% | +97.6% | +43.8% |
| 1Y | +38.2% | -63.3% | +101.5% | +43.8% |
| 3Y | +363.4% | +1,379.2% | -1,015.8% | +327.1% |
| 5Y | +254.6% | +8.3% | +246.2% | +219.4% |
| All | +289.9% | +3.9% | +285.9% | +276.9% |
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