+88.5%
NXPI vs QBTS
-4.0%
+92.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.4% |
| 7D | +9.4% | +8.7% | +0.6% | +8.7% |
| 30D | +18.1% | -26.5% | +44.6% | +20.0% |
| 3M | +15.0% | -52.6% | +67.6% | +19.5% |
| 6M | -8.4% | -56.0% | +47.5% | -5.1% |
| YTD | +24.8% | -62.4% | +87.1% | +29.4% |
| 1Y | +33.3% | -62.7% | +96.0% | +37.8% |
| 3Y | +51.0% | +1,266.7% | -1,215.7% | +25.4% |
| 5Y | +34.5% | +0.2% | +34.3% | +8.1% |
| All | +88.5% | -4.0% | +92.5% | +58.3% |
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