+38.2%
ISRG vs QBTS
+72.4%
-34.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.1% | -4.7% |
| 7D | -5.2% | +6.8% | -12.0% | -5.4% |
| 30D | -7.6% | -14.9% | +7.3% | -7.2% |
| 3M | -16.4% | -31.6% | +15.2% | -15.7% |
| 6M | -28.6% | -4.9% | -23.6% | -29.0% |
| YTD | -38.2% | -32.4% | -5.7% | -38.1% |
| 1Y | -25.5% | +14.6% | -40.1% | -27.2% |
| 3Y | +17.4% | +1,839.6% | -1,822.2% | +2.6% |
| 5Y | -3.0% | +81.2% | -84.2% | -19.6% |
| All | +38.2% | +72.4% | -34.2% | +13.6% |
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