+112.0%
IBM vs QBTS
+81.8%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -1.3% |
| 7D | +0.3% | +6.8% | -6.5% | +0.1% |
| 30D | -1.5% | -14.9% | +13.4% | -1.2% |
| 3M | -16.8% | -31.6% | +14.8% | -16.2% |
| 6M | -9.0% | -4.9% | -4.1% | -9.3% |
| YTD | -20.1% | -32.4% | +12.4% | -19.9% |
| 1Y | -7.0% | +14.6% | -21.6% | -7.8% |
| 3Y | +72.4% | +1,839.6% | -1,767.2% | +63.0% |
| 5Y | +112.0% | +81.2% | +30.7% | +84.8% |
| All | +112.0% | +81.8% | +30.2% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling