+97.6%
META vs QBTS
+6.8%
+90.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | +0.4% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | -10.8% | -28.1% | +17.3% | -9.5% |
| 3M | +7.9% | -48.1% | +56.0% | +11.0% |
| 6M | +5.4% | -53.6% | +59.0% | +8.1% |
| YTD | -2.6% | -59.9% | +57.3% | -0.1% |
| 1Y | +1.9% | -64.3% | +66.2% | +4.6% |
| 3Y | +97.0% | +1,355.6% | -1,258.6% | +57.0% |
| 5Y | +97.6% | +6.6% | +91.0% | +73.4% |
| All | +97.6% | +6.8% | +90.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling