+10.1%
NEE vs QBTS
+77.0%
-66.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.4% |
| 7D | -0.5% | +3.8% | -4.4% | -0.6% |
| 30D | -1.7% | -15.2% | +13.5% | -1.6% |
| 3M | -1.8% | -27.2% | +25.4% | -1.7% |
| 6M | -8.8% | -10.1% | +1.2% | -8.9% |
| YTD | +5.2% | -34.5% | +39.7% | +5.3% |
| 1Y | +21.3% | +6.0% | +15.3% | +21.0% |
| 3Y | +35.2% | +1,779.3% | -1,744.1% | +30.0% |
| 5Y | +10.1% | +75.4% | -65.3% | -4.8% |
| All | +10.1% | +77.0% | -66.9% | -4.8% |
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 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