-4.9%
NOW vs QBTS
-6.7%
+1.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.7% |
| 7D | +0.3% | -10.5% | +10.8% | +0.8% |
| 30D | -27.0% | -20.5% | -6.4% | -26.2% |
| 3M | -19.6% | -54.3% | +34.6% | -16.9% |
| 6M | +17.5% | -55.4% | +72.9% | +20.9% |
| YTD | -33.3% | -63.4% | +30.2% | -31.1% |
| 1Y | -39.8% | -59.1% | +19.3% | -38.3% |
| 3Y | -19.9% | +1,216.8% | -1,236.7% | -33.0% |
| 5Y | -26.1% | -2.6% | -23.4% | -38.0% |
| All | -4.9% | -6.7% | +1.9% | -21.0% |
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