+32.1%
GLW vs QBTS
-61.9%
+94.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.4% | +1.9% | +7.1% |
| 7D | -5.9% | +13.7% | -19.6% | -9.4% |
| 30D | -26.0% | -21.3% | -4.7% | -21.1% |
| 3M | -29.9% | -44.7% | +14.9% | -18.0% |
| 6M | -37.8% | -49.2% | +11.4% | -26.7% |
| YTD | +33.1% | -56.1% | +89.3% | +55.2% |
| All | +32.1% | -61.9% | +94.0% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling