+157.7%
NEM vs QBTS
+77.0%
+80.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.4% |
| 7D | +3.1% | +3.8% | -0.8% | +2.9% |
| 30D | +10.0% | -15.2% | +25.2% | +10.5% |
| 3M | +30.9% | -27.2% | +58.1% | +31.7% |
| 6M | +10.5% | -10.1% | +20.6% | +10.4% |
| YTD | +29.7% | -34.5% | +64.3% | +30.1% |
| 1Y | +71.1% | +6.0% | +65.1% | +70.2% |
| 3Y | +252.1% | +1,779.3% | -1,527.2% | +239.2% |
| 5Y | +157.7% | +75.4% | +82.3% | +140.9% |
| All | +157.7% | +77.0% | +80.7% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling