+72.0%
QBTS vs ADSK
-25.3%
+97.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.3% | -2.5% | +3.9% | +2.5% |
| 30D | -19.0% | -14.9% | -4.1% | -12.7% |
| 3M | -29.5% | +3.3% | -32.8% | -32.6% |
| 6M | -11.2% | -15.7% | +4.5% | -6.0% |
| YTD | -35.8% | -28.2% | -7.5% | -25.9% |
| 1Y | +1.7% | -34.5% | +36.2% | +24.0% |
| 3Y | +1,470.1% | -2.9% | +1,473.0% | +1,519.4% |
| All | +72.0% | -25.3% | +97.3% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling