+103.6%
QBTS vs ADVB
-97.1%
+200.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.0% | -8.3% | +2.0% |
| 7D | +2.6% | +10.5% | -7.9% | +2.9% |
| 30D | -22.5% | -56.0% | +33.5% | -25.8% |
| 3M | -47.4% | -70.1% | +22.8% | -50.6% |
| 6M | -55.7% | -53.7% | -2.0% | -56.1% |
| YTD | -59.3% | -60.3% | +1.0% | -59.5% |
| 1Y | -63.3% | -73.1% | +9.9% | -64.3% |
| All | +103.6% | -97.1% | +200.7% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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