+152.5%
NEM vs QBTS
+62.5%
+90.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.9% |
| 7D | -3.3% | -1.0% | -2.3% | -3.3% |
| 30D | +7.8% | -17.6% | +25.5% | +8.4% |
| 3M | +36.3% | -28.3% | +64.6% | +37.2% |
| 6M | +6.6% | -11.2% | +17.8% | +6.4% |
| YTD | +27.1% | -36.3% | +63.4% | +27.6% |
| 1Y | +62.3% | +3.9% | +58.5% | +61.6% |
| 3Y | +245.1% | +1,728.8% | -1,483.7% | +232.1% |
| 5Y | +154.0% | +70.9% | +83.1% | +138.7% |
| All | +152.5% | +62.5% | +90.0% | +149.7% |
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