+148.1%
IBM vs QBTS
+61.8%
+86.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | +0.3% | -22.5% | +22.8% | +0.8% |
| 3M | -21.6% | -40.0% | +18.4% | -20.9% |
| 6M | -4.7% | -12.3% | +7.6% | -4.8% |
| YTD | -19.1% | -36.6% | +17.5% | -18.9% |
| 1Y | -2.5% | +8.4% | -10.9% | -3.2% |
| 3Y | +74.2% | +1,380.4% | -1,306.2% | +65.0% |
| 5Y | +113.1% | +69.7% | +43.4% | +90.6% |
| All | +148.1% | +61.8% | +86.4% | +133.3% |
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