+29.7%
NEE vs QBTS
+62.5%
-32.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | -1.9% | -1.0% | -1.0% | -1.9% |
| 30D | -3.1% | -17.6% | +14.5% | -3.0% |
| 3M | -2.4% | -28.3% | +25.9% | -2.3% |
| 6M | -8.6% | -11.2% | +2.6% | -8.7% |
| YTD | +4.9% | -36.3% | +41.2% | +5.0% |
| 1Y | +19.4% | +3.9% | +15.5% | +19.0% |
| 3Y | +34.9% | +1,728.8% | -1,693.9% | +29.4% |
| 5Y | +11.0% | +70.9% | -59.8% | -0.1% |
| All | +29.7% | +62.5% | -32.8% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling