+32.7%
INTC vs QBTS
-6.7%
+39.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | +6.0% | -10.5% | +16.5% | +6.9% |
| 30D | -39.2% | -20.5% | -18.7% | -38.0% |
| 3M | -42.9% | -54.3% | +11.3% | -39.6% |
| 6M | -50.4% | -55.4% | +5.0% | -47.7% |
| YTD | +61.7% | -63.4% | +125.1% | +71.3% |
| 1Y | +66.1% | -59.1% | +125.3% | +74.3% |
| 3Y | +58.1% | +1,216.8% | -1,158.7% | +36.8% |
| 5Y | +27.9% | -2.6% | +30.5% | +11.8% |
| All | +32.7% | -6.7% | +39.4% | +19.0% |
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