+249.0%
NEM vs QBTS
+1,161.5%
-912.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -4.5% |
| 7D | -5.9% | +8.7% | -14.6% | -6.4% |
| 30D | -2.6% | -26.5% | +23.9% | -1.2% |
| 3M | -4.2% | -52.6% | +48.3% | -0.8% |
| 6M | -5.5% | -56.0% | +50.5% | -2.4% |
| YTD | +13.5% | -62.4% | +75.9% | +17.2% |
| 1Y | +22.2% | -62.7% | +84.9% | +25.8% |
| All | +249.0% | +1,161.5% | -912.6% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling