+68.7%
QBTS vs A
+27.0%
+41.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | +3.8% | -4.4% | +8.2% | +5.6% |
| 30D | -15.2% | -2.7% | -12.5% | -14.2% |
| 3M | -27.2% | +7.0% | -34.3% | -29.3% |
| 6M | -10.1% | +24.6% | -34.7% | -18.1% |
| YTD | -34.5% | +7.0% | -41.5% | -36.8% |
| 1Y | +6.0% | +15.6% | -9.6% | -0.5% |
| 3Y | +1,779.3% | +29.9% | +1,749.3% | +1,605.4% |
| 5Y | +75.4% | -15.4% | +90.8% | +69.7% |
| All | +68.7% | +27.0% | +41.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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