-25.5%
ISRG vs QBTS
+14.0%
-39.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.1% | -4.6% |
| 7D | -5.2% | +6.8% | -12.0% | -5.3% |
| 30D | -7.6% | -14.9% | +7.3% | -7.3% |
| 3M | -16.4% | -31.6% | +15.2% | -16.3% |
| 6M | -28.6% | -4.9% | -23.6% | -29.2% |
| YTD | -38.2% | -32.4% | -5.7% | -38.8% |
| 1Y | -25.5% | +14.6% | -40.1% | -31.0% |
| All | -25.5% | +14.0% | -39.5% | -31.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling