-5.6%
LQD vs QBTS
+63.9%
-69.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.1% |
| 30D | -1.3% | -19.0% | +17.7% | -1.2% |
| 3M | -3.2% | -29.5% | +26.3% | -3.1% |
| 6M | -2.1% | -11.2% | +9.0% | -2.2% |
| YTD | -2.4% | -35.8% | +33.4% | -2.3% |
| 1Y | -2.7% | +1.7% | -4.4% | -2.9% |
| 3Y | +14.2% | +1,470.1% | -1,455.9% | +11.1% |
| 5Y | -5.8% | +72.3% | -78.1% | -10.1% |
| All | -5.6% | +63.9% | -69.5% | -9.9% |
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