+119.3%
QBTS vs ADVB
-97.4%
+216.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +7.5% |
| 7D | +13.7% | -1.2% | +14.9% | +13.5% |
| 30D | -21.3% | -61.4% | +40.1% | -25.1% |
| 3M | -44.7% | -67.8% | +23.1% | -47.7% |
| 6M | -49.2% | -66.9% | +17.7% | -50.4% |
| YTD | -56.1% | -64.9% | +8.8% | -56.6% |
| 1Y | -61.1% | -74.8% | +13.6% | -62.2% |
| All | +119.3% | -97.4% | +216.7% | +184.6% |
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