+126.5%
NEM vs QBTS
-6.7%
+133.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +0.5% |
| 7D | -6.4% | -10.5% | +4.1% | -6.1% |
| 30D | +1.4% | -20.5% | +21.9% | +2.0% |
| 3M | -0.7% | -54.3% | +53.5% | +1.4% |
| 6M | -4.5% | -55.4% | +50.9% | -2.7% |
| YTD | +14.0% | -63.4% | +77.5% | +16.2% |
| 1Y | +27.3% | -59.1% | +86.4% | +29.4% |
| 3Y | +250.5% | +1,216.8% | -966.3% | +242.3% |
| 5Y | +121.1% | -2.6% | +123.7% | +111.1% |
| All | +126.5% | -6.7% | +133.2% | +127.4% |
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