+1,470.1%
QBTS vs ADSK
-3.2%
+1,473.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | +1.3% | -2.5% | +3.9% | +3.0% |
| 30D | -19.0% | -14.9% | -4.1% | -9.7% |
| 3M | -29.5% | +3.3% | -32.8% | -34.9% |
| 6M | -11.2% | -15.7% | +4.5% | -3.8% |
| YTD | -35.8% | -28.2% | -7.5% | -18.6% |
| 1Y | +1.7% | -34.5% | +36.2% | +42.9% |
| 3Y | +1,470.1% | -2.9% | +1,473.0% | +1,314.8% |
| All | +1,470.1% | -3.2% | +1,473.3% | +1,314.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling