+154.6%
JPM vs QBTS
+71.2%
+83.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.3% |
| 7D | -2.3% | -1.0% | -1.4% | -2.3% |
| 30D | -2.3% | -17.6% | +15.3% | -2.0% |
| 3M | +14.9% | -28.3% | +43.2% | +15.3% |
| 6M | +23.6% | -11.2% | +34.8% | +23.2% |
| YTD | +11.3% | -36.3% | +47.6% | +11.4% |
| 1Y | +19.9% | +3.9% | +16.0% | +18.9% |
| 3Y | +162.6% | +1,728.8% | -1,566.2% | +150.4% |
| 5Y | +154.6% | +70.9% | +83.8% | +128.5% |
| All | +154.6% | +71.2% | +83.4% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling