+59.0%
NXPI vs QBTS
+62.5%
-3.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +0.7% | -1.0% | +1.6% | +0.7% |
| 30D | -4.2% | -17.6% | +13.5% | -3.3% |
| 3M | -20.4% | -28.3% | +7.9% | -19.3% |
| 6M | +12.5% | -11.2% | +23.7% | +12.0% |
| YTD | +5.2% | -36.3% | +41.5% | +6.2% |
| 1Y | +5.1% | +3.9% | +1.2% | +2.8% |
| 3Y | +17.7% | +1,728.8% | -1,711.1% | -4.5% |
| 5Y | +16.8% | +70.9% | -54.0% | -8.9% |
| All | +59.0% | +62.5% | -3.5% | +29.9% |
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