+236.5%
GOOGL vs QBTS
-6.7%
+243.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.9% |
| 7D | +3.9% | -10.5% | +14.3% | +4.2% |
| 30D | -14.9% | -20.5% | +5.6% | -14.3% |
| 3M | -14.6% | -54.3% | +39.7% | -12.4% |
| 6M | -26.4% | -55.4% | +29.0% | -25.0% |
| YTD | -5.3% | -63.4% | +58.1% | -3.3% |
| 1Y | +6.5% | -59.1% | +65.6% | +8.0% |
| 3Y | +126.0% | +1,216.8% | -1,090.8% | +98.5% |
| 5Y | +100.8% | -2.6% | +103.5% | +72.1% |
| All | +236.5% | -6.7% | +243.2% | +188.1% |
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