+113.5%
GM vs QBTS
+72.4%
+41.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -2.5% |
| 7D | +0.4% | +6.8% | -6.4% | +0.1% |
| 30D | -1.8% | -14.9% | +13.0% | -1.3% |
| 3M | +2.6% | -31.6% | +34.2% | +3.7% |
| 6M | +14.6% | -4.9% | +19.5% | +13.7% |
| YTD | +6.2% | -32.4% | +38.6% | +6.4% |
| 1Y | +48.7% | +14.6% | +34.1% | +45.0% |
| 3Y | +168.3% | +1,839.6% | -1,671.3% | +129.7% |
| 5Y | +82.8% | +81.2% | +1.5% | +37.1% |
| All | +113.5% | +72.4% | +41.1% | +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 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