+156.4%
NEM vs QBTS
+61.8%
+94.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.4% |
| 30D | +23.1% | -22.5% | +45.6% | +23.9% |
| 3M | +18.5% | -40.0% | +58.5% | +19.8% |
| 6M | +7.8% | -12.3% | +20.1% | +7.7% |
| YTD | +29.1% | -36.6% | +65.7% | +29.7% |
| 1Y | +72.7% | +8.4% | +64.2% | +71.8% |
| 3Y | +248.7% | +1,380.4% | -1,131.6% | +235.5% |
| 5Y | +148.7% | +69.7% | +79.0% | +133.8% |
| All | +156.4% | +61.8% | +94.7% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling