+125.2%
META vs QBTS
+4.2%
+121.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.0% | -17.2% | 0.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | -29.8% | +14.4% | -14.1% |
| 3M | +3.5% | -45.0% | +48.5% | +6.2% |
| 6M | -0.3% | -55.2% | +54.9% | +2.5% |
| YTD | -7.3% | -59.2% | +51.8% | -5.1% |
| 1Y | -1.1% | -62.4% | +61.3% | +1.3% |
| 3Y | +95.1% | +1,264.0% | -1,168.9% | +55.7% |
| 5Y | +80.6% | +8.8% | +71.8% | +57.4% |
| All | +125.2% | +4.2% | +121.0% | +89.1% |
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