+62.8%
META vs QBTS
+69.9%
-7.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +6.7% | -2.4% | +9.1% | +6.8% |
| 30D | +4.8% | -22.5% | +27.2% | +5.9% |
| 3M | -1.6% | -40.0% | +38.4% | +0.3% |
| 6M | -7.5% | -12.3% | +4.9% | -8.1% |
| YTD | -6.4% | -36.6% | +30.2% | -5.9% |
| 1Y | -17.3% | +8.4% | -25.8% | -19.9% |
| 3Y | +109.9% | +1,380.4% | -1,270.4% | +66.1% |
| All | +62.8% | +69.9% | -7.1% | +40.1% |
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 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