+73.5%
MSFT vs QBTS
+69.9%
+3.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | +2.7% | -22.5% | +25.2% | +3.5% |
| 3M | +17.0% | -40.0% | +57.0% | +18.5% |
| 6M | +23.8% | -12.3% | +36.1% | +23.4% |
| YTD | +4.0% | -36.6% | +40.6% | +4.4% |
| 1Y | -0.8% | +8.4% | -9.3% | -2.5% |
| 3Y | +55.6% | +1,380.4% | -1,324.8% | +36.9% |
| All | +73.5% | +69.9% | +3.6% | +42.2% |
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