+250.5%
NEM vs QBTS
+1,750.8%
-1,500.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.4% |
| 7D | +3.1% | +3.8% | -0.8% | +2.8% |
| 30D | +10.0% | -15.2% | +25.2% | +10.8% |
| 3M | +30.9% | -27.2% | +58.1% | +32.3% |
| 6M | +10.5% | -10.1% | +20.6% | +10.2% |
| YTD | +29.7% | -34.5% | +64.3% | +30.5% |
| 1Y | +71.1% | +6.0% | +65.1% | +69.2% |
| All | +250.5% | +1,750.8% | -1,500.3% | +205.9% |
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