+128.9%
ON vs QBTS
+62.5%
+66.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -1.0% |
| 7D | -4.7% | -1.0% | -3.8% | -4.7% |
| 30D | -13.5% | -17.6% | +4.2% | -12.4% |
| 3M | -36.3% | -28.3% | -8.0% | -35.1% |
| 6M | +17.8% | -11.2% | +28.9% | +17.4% |
| YTD | +29.6% | -36.3% | +65.9% | +31.2% |
| 1Y | +45.8% | +3.9% | +41.9% | +42.3% |
| 3Y | -28.3% | +1,728.8% | -1,757.1% | -44.3% |
| 5Y | +49.6% | +70.9% | -21.2% | +11.3% |
| All | +128.9% | +62.5% | +66.3% | +80.1% |
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