+136.8%
META vs QBTS
-6.7%
+143.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.0% |
| 7D | +5.2% | -10.5% | +15.7% | +5.7% |
| 30D | -13.0% | -20.5% | +7.5% | -12.1% |
| 3M | +7.9% | -54.3% | +62.2% | +11.7% |
| 6M | +4.2% | -55.4% | +59.7% | +7.2% |
| YTD | -2.5% | -63.4% | +60.9% | +0.4% |
| 1Y | +5.6% | -59.1% | +64.7% | +7.7% |
| 3Y | +96.8% | +1,216.8% | -1,120.0% | +57.6% |
| 5Y | +90.0% | -2.6% | +92.7% | +66.5% |
| All | +136.8% | -6.7% | +143.6% | +99.9% |
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