+278.4%
GOOGL vs QBTS
+62.5%
+215.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | -2.8% | -1.0% | -1.9% | -2.8% |
| 30D | -3.2% | -17.6% | +14.5% | -2.6% |
| 3M | -6.6% | -28.3% | +21.7% | -5.9% |
| 6M | +8.5% | -11.2% | +19.7% | +7.9% |
| YTD | +6.5% | -36.3% | +42.8% | +6.8% |
| 1Y | +39.4% | +3.9% | +35.6% | +37.1% |
| 3Y | +146.2% | +1,728.8% | -1,582.6% | +113.1% |
| 5Y | +138.3% | +70.9% | +67.5% | +100.3% |
| All | +278.4% | +62.5% | +215.8% | +218.3% |
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