+138.2%
IBM vs QBTS
+9.0%
+129.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.0% | -18.9% | -1.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +11.1% | -29.8% | +40.9% | +11.9% |
| 3M | +5.7% | -45.0% | +50.7% | +7.0% |
| 6M | +10.1% | -55.2% | +65.3% | +11.6% |
| YTD | -15.6% | -59.2% | +43.6% | -14.6% |
| 1Y | -19.5% | -62.4% | +42.8% | -18.6% |
| 3Y | +80.4% | +1,264.0% | -1,183.6% | +72.4% |
| All | +138.2% | +9.0% | +129.2% | +115.8% |
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