+246.4%
JPM vs QBTS
+61.8%
+184.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.3% |
| 30D | -0.2% | -22.5% | +22.3% | +0.3% |
| 3M | +15.9% | -40.0% | +55.9% | +16.7% |
| 6M | +20.9% | -12.3% | +33.3% | +20.6% |
| YTD | +12.9% | -36.6% | +49.5% | +13.0% |
| 1Y | +20.3% | +8.4% | +11.9% | +19.2% |
| 3Y | +160.9% | +1,380.4% | -1,219.4% | +148.5% |
| 5Y | +154.8% | +69.7% | +85.1% | +135.9% |
| All | +246.4% | +61.8% | +184.6% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling