+25.6%
HYG vs QBTS
+1,716.2%
-1,690.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -0.7% | +1.3% | -2.0% | -0.7% |
| 30D | -0.7% | -19.0% | +18.3% | -0.6% |
| 3M | -0.2% | -29.5% | +29.3% | 0.0% |
| 6M | +1.4% | -11.2% | +12.6% | +1.3% |
| YTD | +1.5% | -35.8% | +37.2% | +1.5% |
| 1Y | +2.9% | +1.7% | +1.2% | +2.4% |
| 3Y | +25.6% | +1,470.1% | -1,444.4% | +18.5% |
| All | +25.6% | +1,716.2% | -1,690.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling