+3.3%
MSFT vs QBTS
-63.0%
+66.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -6.2% | +2.6% | -8.8% | -6.6% |
| 30D | -3.7% | -22.5% | +18.8% | -1.6% |
| 3M | +3.6% | -47.4% | +51.0% | +9.4% |
| 6M | +26.8% | -55.7% | +82.5% | +34.2% |
| YTD | +8.4% | -59.3% | +67.7% | +11.8% |
| 1Y | +3.3% | -63.3% | +66.6% | +6.3% |
| All | +3.3% | -63.0% | +66.3% | +6.3% |
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