+164.0%
IBM vs QBTS
+3.9%
+160.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | -1.7% | +2.6% | -4.3% | -1.8% |
| 30D | +10.1% | -22.5% | +32.6% | +10.6% |
| 3M | +4.8% | -47.4% | +52.2% | +6.2% |
| 6M | +12.6% | -55.7% | +68.3% | +14.1% |
| YTD | -13.9% | -59.3% | +45.4% | -12.9% |
| 1Y | -18.7% | -63.3% | +44.6% | -17.7% |
| 3Y | +81.9% | +1,379.2% | -1,297.3% | +73.7% |
| 5Y | +148.3% | +8.3% | +140.0% | +124.1% |
| All | +164.0% | +3.9% | +160.1% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling