+93.9%
KO vs QBTS
+62.5%
+31.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | -1.1% | -1.0% | -0.2% | -1.1% |
| 30D | +1.6% | -17.6% | +19.2% | +1.4% |
| 3M | +5.8% | -28.3% | +34.1% | +5.5% |
| 6M | +14.3% | -11.2% | +25.5% | +14.4% |
| YTD | +27.3% | -36.3% | +63.6% | +27.2% |
| 1Y | +33.2% | +3.9% | +29.3% | +33.8% |
| 3Y | +64.5% | +1,728.8% | -1,664.3% | +70.3% |
| 5Y | +83.1% | +70.9% | +12.2% | +85.4% |
| All | +93.9% | +62.5% | +31.4% | +94.5% |
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 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