+421.2%
GLW vs QBTS
+1,494.2%
-1,073.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.8% |
| 7D | +3.8% | -2.4% | +6.2% | +4.0% |
| 30D | -1.3% | -22.5% | +21.1% | +0.7% |
| 3M | -21.8% | -40.0% | +18.2% | -18.8% |
| 6M | +6.9% | -12.3% | +19.2% | +7.7% |
| YTD | +77.2% | -36.6% | +113.8% | +80.9% |
| 1Y | +123.2% | +8.4% | +114.8% | +121.0% |
| All | +421.2% | +1,494.2% | -1,073.0% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling