-65.1%
QBTS vs ADSK
-10.6%
-54.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -1.3% |
| 7D | -11.8% | +11.4% | -23.2% | -13.9% |
| 30D | -33.6% | +21.9% | -55.5% | -36.7% |
| 3M | -52.5% | +13.9% | -66.3% | -53.9% |
| 6M | -50.4% | +9.1% | -59.5% | -51.3% |
| YTD | -60.3% | -8.8% | -51.5% | -56.8% |
| 1Y | -65.1% | -10.2% | -54.9% | -61.7% |
| All | -65.1% | -10.6% | -54.5% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling