+123.1%
INTC vs QBTS
+62.5%
+60.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.4% |
| 7D | +9.4% | -1.0% | +10.4% | +9.5% |
| 30D | +2.7% | -17.6% | +20.3% | +4.0% |
| 3M | -6.3% | -28.3% | +22.1% | -4.4% |
| 6M | +114.5% | -11.2% | +125.6% | +114.8% |
| YTD | +171.9% | -36.3% | +208.2% | +176.3% |
| 1Y | +305.0% | +3.9% | +301.1% | +298.5% |
| 3Y | +168.3% | +1,728.8% | -1,560.4% | +123.2% |
| 5Y | +102.3% | +70.9% | +31.4% | +69.0% |
| All | +123.1% | +62.5% | +60.6% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling