+113.1%
GM vs QBTS
+63.9%
+49.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -2.4% | +1.3% | -3.8% | -2.5% |
| 30D | -1.1% | -19.0% | +17.9% | -0.4% |
| 3M | +6.1% | -29.5% | +35.6% | +7.1% |
| 6M | +15.0% | -11.2% | +26.1% | +14.4% |
| YTD | +6.0% | -35.8% | +41.7% | +6.4% |
| 1Y | +47.1% | +1.7% | +45.4% | +44.1% |
| 3Y | +170.5% | +1,470.1% | -1,299.6% | +132.7% |
| 5Y | +80.5% | +72.3% | +8.2% | +35.6% |
| All | +113.1% | +63.9% | +49.2% | +73.7% |
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