+81.8%
ISRG vs QBTS
+11.9%
+69.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | +1.5% |
| 7D | +5.4% | +13.7% | -8.3% | +5.0% |
| 30D | +8.6% | -21.3% | +29.9% | +9.2% |
| 3M | +21.6% | -44.7% | +66.3% | +23.3% |
| 6M | +2.3% | -49.2% | +51.5% | +3.5% |
| YTD | -18.7% | -56.1% | +37.5% | -17.8% |
| 1Y | -17.8% | -61.1% | +43.4% | -16.8% |
| 3Y | +69.1% | +1,511.0% | -1,441.9% | +48.9% |
| 5Y | +26.5% | +16.6% | +9.9% | +6.0% |
| All | +81.8% | +11.9% | +69.9% | +50.9% |
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