+48.8%
NU vs QBTS
+68.3%
-19.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | +7.5% | -2.4% | +9.9% | +7.6% |
| 30D | +6.1% | -22.5% | +28.6% | +7.2% |
| 3M | +26.8% | -40.0% | +66.8% | +28.9% |
| 6M | +2.5% | -12.3% | +14.8% | +2.0% |
| YTD | -8.2% | -36.6% | +28.4% | -7.7% |
| 1Y | +3.4% | +8.4% | -5.1% | +1.4% |
| 3Y | +116.2% | +1,380.4% | -1,264.2% | +91.6% |
| All | +48.8% | +68.3% | -19.5% | -12.8% |
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