+322.4%
NET vs QBTS
+1,048.2%
-725.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -16.4% | -11.8% | -4.5% | -15.2% |
| 30D | -25.8% | -33.6% | +7.8% | -22.7% |
| 3M | -11.5% | -52.5% | +40.9% | -5.0% |
| 6M | +18.9% | -50.4% | +69.3% | +25.5% |
| YTD | +35.2% | -60.3% | +95.5% | +43.9% |
| 1Y | +14.5% | -65.1% | +79.6% | +22.3% |
| All | +322.4% | +1,048.2% | -725.8% | +147.4% |
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