+82.8%
QBTS vs ADVB
-96.8%
+179.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.6% | +20.7% | -3.9% |
| 7D | -10.5% | +27.8% | -38.3% | -9.0% |
| 30D | -20.5% | -50.8% | +30.2% | -23.0% |
| 3M | -54.3% | -70.5% | +16.3% | -56.9% |
| 6M | -55.4% | -46.7% | -8.7% | -55.2% |
| YTD | -63.4% | -56.7% | -6.8% | -63.2% |
| 1Y | -59.1% | -71.8% | +12.6% | -60.0% |
| All | +82.8% | -96.8% | +179.6% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling