+130.2%
META vs QBTS
-4.0%
+134.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.4% |
| 7D | +3.1% | +8.7% | -5.7% | +2.5% |
| 30D | -18.2% | -26.5% | +8.2% | -17.1% |
| 3M | +7.8% | -52.6% | +60.4% | +11.4% |
| 6M | +3.6% | -56.0% | +59.6% | +6.6% |
| YTD | -5.3% | -62.4% | +57.1% | -2.6% |
| 1Y | +2.7% | -62.7% | +65.5% | +5.3% |
| 3Y | +91.5% | +1,266.7% | -1,175.2% | +53.1% |
| 5Y | +84.7% | +0.2% | +84.5% | +61.5% |
| All | +130.2% | -4.0% | +134.2% | +94.0% |
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