+243.5%
GLW vs QBTS
+4.2%
+239.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.0% | -15.4% | +1.5% |
| 7D | -13.9% | +0.3% | -14.2% | -14.0% |
| 30D | -35.0% | -29.8% | -5.2% | -33.7% |
| 3M | -32.4% | -45.0% | +12.6% | -30.1% |
| 6M | -41.3% | -55.2% | +13.8% | -38.9% |
| YTD | +21.8% | -59.2% | +81.0% | +26.7% |
| 1Y | +21.8% | -62.4% | +84.2% | +26.7% |
| 3Y | +307.7% | +1,264.0% | -956.3% | +275.9% |
| 5Y | +213.7% | +8.8% | +204.9% | +182.4% |
| All | +243.5% | +4.2% | +239.3% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling