+77.4%
ISRG vs QBTS
+3.9%
+73.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -6.8% | +2.6% | -9.4% | -6.9% |
| 30D | +5.1% | -22.5% | +27.6% | +5.7% |
| 3M | +12.0% | -47.4% | +59.4% | +13.8% |
| 6M | +7.0% | -55.7% | +62.7% | +8.6% |
| YTD | -20.6% | -59.3% | +38.6% | -19.6% |
| 1Y | -21.4% | -63.3% | +41.8% | -20.4% |
| 3Y | +62.0% | +1,379.2% | -1,317.2% | +43.0% |
| 5Y | +28.1% | +8.3% | +19.8% | +7.6% |
| All | +77.4% | +3.9% | +73.5% | +47.6% |
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