+158.3%
IBM vs QBTS
+2.2%
+156.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -0.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | +7.7% | -28.1% | +35.7% | +8.4% |
| 3M | +3.5% | -48.1% | +51.6% | +4.9% |
| 6M | +7.2% | -53.6% | +60.8% | +8.6% |
| YTD | -15.8% | -59.9% | +44.2% | -14.7% |
| 1Y | -19.3% | -64.3% | +45.0% | -18.3% |
| 3Y | +78.0% | +1,355.6% | -1,277.6% | +70.0% |
| 5Y | +143.0% | +6.6% | +136.4% | +119.4% |
| All | +158.3% | +2.2% | +156.1% | +145.1% |
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