-2.2%
INTU vs QBTS
+2.2%
-4.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.3% | +0.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +12.4% | -28.1% | +40.5% | +13.1% |
| 3M | +2.3% | -48.1% | +50.4% | +3.5% |
| 6M | -13.3% | -53.6% | +40.3% | -12.4% |
| YTD | -47.9% | -59.9% | +12.0% | -47.4% |
| 1Y | -47.2% | -64.3% | +17.2% | -46.6% |
| 3Y | -33.9% | +1,355.6% | -1,389.5% | -42.0% |
| 5Y | -41.3% | +6.6% | -48.0% | -49.5% |
| All | -2.2% | +2.2% | -4.5% | -18.5% |
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