+31.3%
NEE vs QBTS
+61.8%
-30.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +1.9% | -2.4% | +4.4% | +2.0% |
| 30D | -2.2% | -22.5% | +20.3% | -2.0% |
| 3M | -1.2% | -40.0% | +38.8% | -0.9% |
| 6M | -8.6% | -12.3% | +3.8% | -8.7% |
| YTD | +6.2% | -36.6% | +42.8% | +6.3% |
| 1Y | +21.1% | +8.4% | +12.7% | +20.7% |
| 3Y | +36.4% | +1,380.4% | -1,344.0% | +30.9% |
| 5Y | +11.4% | +69.7% | -58.3% | +0.3% |
| All | +31.3% | +61.8% | -30.5% | +27.6% |
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