+125.9%
MS vs QBTS
+8.5%
+117.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | -1.7% | +2.6% | -4.3% | -1.9% |
| 30D | +0.9% | -22.5% | +23.4% | +1.8% |
| 3M | -10.8% | -47.4% | +36.5% | -8.8% |
| 6M | +0.9% | -55.7% | +56.6% | +3.2% |
| YTD | +9.8% | -59.3% | +69.1% | +12.0% |
| 1Y | +17.1% | -63.3% | +80.3% | +19.5% |
| 3Y | +175.7% | +1,379.2% | -1,203.5% | +148.1% |
| 5Y | +125.9% | +8.3% | +117.5% | +90.5% |
| All | +125.9% | +8.5% | +117.4% | +90.5% |
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