+156.3%
MSFT vs QBTS
+3.9%
+152.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.3% |
| 7D | -6.2% | +2.6% | -8.8% | -6.4% |
| 30D | -3.7% | -22.5% | +18.8% | -3.0% |
| 3M | +3.6% | -47.4% | +51.0% | +5.7% |
| 6M | +26.8% | -55.7% | +82.5% | +29.4% |
| YTD | +8.4% | -59.3% | +67.7% | +10.4% |
| 1Y | +3.3% | -63.3% | +66.6% | +5.2% |
| 3Y | +44.3% | +1,379.2% | -1,334.9% | +27.4% |
| 5Y | +63.3% | +8.3% | +55.0% | +43.2% |
| All | +156.3% | +3.9% | +152.4% | +118.1% |
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