+80.4%
IBM vs QBTS
+1,081.4%
-1,001.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.0% | -18.9% | -1.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +11.1% | -29.8% | +40.9% | +12.4% |
| 3M | +5.7% | -45.0% | +50.7% | +7.7% |
| 6M | +10.1% | -55.2% | +65.3% | +12.4% |
| YTD | -15.6% | -59.2% | +43.6% | -14.1% |
| 1Y | -19.5% | -62.4% | +42.8% | -18.1% |
| 3Y | +80.4% | +1,264.0% | -1,183.6% | +68.1% |
| All | +80.4% | +1,081.4% | -1,001.0% | +68.1% |
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 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