+244.1%
JPM vs QBTS
+63.9%
+180.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -0.7% |
| 30D | -2.5% | -19.0% | +16.5% | -2.1% |
| 3M | +14.1% | -29.5% | +43.6% | +14.6% |
| 6M | +25.1% | -11.2% | +36.3% | +24.7% |
| YTD | +12.1% | -35.8% | +47.9% | +12.2% |
| 1Y | +18.8% | +1.7% | +17.1% | +17.8% |
| 3Y | +163.4% | +1,470.1% | -1,306.7% | +150.7% |
| 5Y | +156.5% | +72.3% | +84.2% | +137.3% |
| All | +244.1% | +63.9% | +180.2% | +229.1% |
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