+275.3%
GLW vs QBTS
+11.9%
+263.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.4% | +1.9% | +8.8% |
| 7D | -5.9% | +13.7% | -19.6% | -6.6% |
| 30D | -26.0% | -21.3% | -4.7% | -25.0% |
| 3M | -29.9% | -44.7% | +14.9% | -27.5% |
| 6M | -37.8% | -49.2% | +11.4% | -35.6% |
| YTD | +33.1% | -56.1% | +89.3% | +37.8% |
| 1Y | +36.8% | -61.1% | +97.9% | +41.8% |
| 3Y | +356.1% | +1,511.0% | -1,154.9% | +318.4% |
| 5Y | +243.8% | +16.6% | +227.2% | +208.4% |
| All | +275.3% | +11.9% | +263.4% | +261.1% |
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