+32.6%
NET vs QBTS
+5.7%
+26.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.9% |
| 1Y | +14.5% | -65.1% | +79.6% | +20.5% |
| 3Y | +313.8% | +1,082.2% | -768.4% | +216.7% |
| 5Y | +32.6% | +5.6% | +27.0% | -5.4% |
| All | +32.6% | +5.7% | +26.9% | -5.4% |
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 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