+272.1%
GOOG vs QBTS
+67.0%
+205.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | -1.6% | +3.8% | -5.4% | -1.7% |
| 30D | -7.7% | -15.2% | +7.5% | -7.2% |
| 3M | -9.3% | -27.2% | +17.9% | -8.6% |
| 6M | +7.4% | -10.1% | +17.5% | +6.9% |
| YTD | +4.9% | -34.5% | +39.4% | +5.1% |
| 1Y | +37.2% | +6.0% | +31.2% | +34.7% |
| 3Y | +141.6% | +1,779.3% | -1,637.6% | +108.1% |
| 5Y | +128.8% | +75.4% | +53.3% | +91.4% |
| All | +272.1% | +67.0% | +205.1% | +213.3% |
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 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