+445.2%
GLW vs QBTS
+67.0%
+378.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +16.9% | +3.8% | +13.1% | +16.6% |
| 30D | +7.0% | -15.2% | +22.2% | +7.9% |
| 3M | -3.0% | -27.2% | +24.2% | -1.5% |
| 6M | +31.0% | -10.1% | +41.1% | +31.4% |
| YTD | +93.4% | -34.5% | +127.9% | +95.8% |
| 1Y | +134.7% | +6.0% | +128.7% | +133.2% |
| 3Y | +471.8% | +1,779.3% | -1,307.5% | +413.4% |
| 5Y | +394.5% | +75.4% | +319.0% | +332.6% |
| All | +445.2% | +67.0% | +378.2% | +413.0% |
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