+100.4%
QBTS vs ADVB
-97.4%
+197.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.9% | -11.6% | -8.5% |
| 7D | +1.1% | -4.1% | +5.2% | +0.8% |
| 30D | -28.1% | -60.3% | +32.2% | -31.5% |
| 3M | -48.1% | -73.3% | +25.2% | -51.5% |
| 6M | -53.6% | -65.9% | +12.3% | -54.6% |
| YTD | -59.9% | -63.9% | +3.9% | -60.3% |
| 1Y | -64.3% | -74.1% | +9.8% | -65.3% |
| All | +100.4% | -97.4% | +197.7% | +160.4% |
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