-1.1%
META vs QBTS
-65.0%
+63.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.0% | -17.2% | -0.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | -29.8% | +14.4% | -13.7% |
| 3M | +3.5% | -45.0% | +48.5% | +7.1% |
| 6M | -0.3% | -55.2% | +54.9% | +3.8% |
| YTD | -7.3% | -59.2% | +51.8% | -5.8% |
| 1Y | -1.1% | -62.4% | +61.3% | +0.3% |
| All | -1.1% | -65.0% | +63.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling