+223.5%
NET vs QBTS
+1.3%
+222.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -16.4% | -11.8% | -4.5% | -15.5% |
| 30D | -25.8% | -33.6% | +7.8% | -23.5% |
| 3M | -11.5% | -52.5% | +40.9% | -6.5% |
| 6M | +18.9% | -50.4% | +69.3% | +24.0% |
| YTD | +35.2% | -60.3% | +95.5% | +42.0% |
| 1Y | +14.5% | -65.1% | +79.6% | +20.6% |
| 3Y | +313.8% | +1,082.2% | -768.4% | +214.6% |
| 5Y | +32.6% | +5.6% | +27.0% | +5.8% |
| All | +223.5% | +1.3% | +222.2% | +167.1% |
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