+47.6%
MSFT vs QBTS
+1,335.6%
-1,288.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.6% | +6.4% | -1.8% |
| 7D | +2.3% | +1.1% | +1.3% | +2.2% |
| 30D | -0.4% | -28.1% | +27.7% | +0.9% |
| 3M | +5.6% | -48.1% | +53.6% | +8.2% |
| 6M | +29.0% | -53.6% | +82.5% | +32.0% |
| YTD | +10.9% | -59.9% | +70.9% | +13.4% |
| 1Y | +6.2% | -64.3% | +70.6% | +8.6% |
| 3Y | +47.6% | +1,355.6% | -1,308.0% | +32.8% |
| All | +47.6% | +1,335.6% | -1,288.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling