+127.4%
META vs QBTS
+61.8%
+65.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +66.2% |
| 5Y | +65.4% | +69.7% | -4.3% | +41.3% |
| All | +127.4% | +61.8% | +65.7% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling