+127.0%
ON vs QBTS
+2.2%
+124.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.4% | +1.4% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | -10.2% | -28.1% | +17.9% | -8.2% |
| 3M | -12.7% | -48.1% | +35.3% | -8.9% |
| 6M | -32.5% | -53.6% | +21.0% | -29.6% |
| YTD | +28.6% | -59.9% | +88.5% | +34.3% |
| 1Y | +43.4% | -64.3% | +107.7% | +50.1% |
| 3Y | +3.3% | +1,355.6% | -1,352.2% | -17.7% |
| 5Y | +22.5% | +6.6% | +15.9% | -5.7% |
| All | +127.0% | +2.2% | +124.8% | +84.3% |
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