+280.1%
GOOG vs QBTS
+63.9%
+216.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | -2.0% | -19.0% | +17.0% | -1.3% |
| 3M | -5.9% | -29.5% | +23.6% | -5.0% |
| 6M | +8.9% | -11.2% | +20.1% | +8.4% |
| YTD | +7.1% | -35.8% | +42.9% | +7.4% |
| 1Y | +39.7% | +1.7% | +38.0% | +37.3% |
| 3Y | +145.8% | +1,470.1% | -1,324.2% | +112.9% |
| 5Y | +138.6% | +72.3% | +66.3% | +99.7% |
| All | +280.1% | +63.9% | +216.2% | +220.3% |
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