+258.4%
NVDA vs QBTS
+1,265.4%
-1,007.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.7% |
| 7D | -13.2% | +2.6% | -15.8% | -13.5% |
| 30D | -23.2% | -22.5% | -0.7% | -21.9% |
| 3M | -20.0% | -47.4% | +27.3% | -16.4% |
| 6M | -20.6% | -55.7% | +35.0% | -17.0% |
| YTD | -6.6% | -59.3% | +52.6% | -2.8% |
| 1Y | -9.8% | -63.3% | +53.4% | -6.1% |
| All | +258.4% | +1,265.4% | -1,007.0% | +183.7% |
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