+57.3%
LLY vs QBTS
-66.5%
+123.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +10.1% | -11.8% | +21.9% | +10.2% |
| 30D | +24.0% | -33.6% | +57.7% | +24.8% |
| 3M | +27.3% | -52.5% | +79.7% | +28.8% |
| 6M | +47.0% | -50.4% | +97.3% | +48.1% |
| YTD | +32.6% | -60.3% | +92.9% | +31.4% |
| 1Y | +57.3% | -65.1% | +122.4% | +56.4% |
| All | +57.3% | -66.5% | +123.9% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling