+834.2%
LLY vs QBTS
+11.9%
+822.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.4% | -3.1% | +4.2% |
| 7D | +0.1% | +13.7% | -13.6% | 0.0% |
| 30D | +19.7% | -21.3% | +41.0% | +19.9% |
| 3M | +19.3% | -44.7% | +64.0% | +19.6% |
| 6M | +49.3% | -49.2% | +98.5% | +49.7% |
| YTD | +32.0% | -56.1% | +88.2% | +32.2% |
| 1Y | +53.7% | -61.1% | +114.8% | +54.0% |
| 3Y | +143.7% | +1,511.0% | -1,367.2% | +138.4% |
| 5Y | +463.9% | +16.6% | +447.3% | +438.5% |
| All | +834.2% | +11.9% | +822.3% | +764.8% |
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