-13.3%
IBM vs QBTS
-66.5%
+53.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.4% | -11.8% | +12.2% | +1.7% |
| 30D | +14.8% | -33.6% | +48.4% | +19.4% |
| 3M | +8.9% | -52.5% | +61.4% | +16.8% |
| 6M | +12.4% | -50.4% | +62.8% | +18.2% |
| YTD | -12.4% | -60.3% | +47.9% | -8.3% |
| 1Y | -13.3% | -65.1% | +51.8% | -9.0% |
| All | -13.3% | -66.5% | +53.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling