-3.1%
QBTS vs ALL
+192.8%
-195.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -7.4% |
| 7D | +8.7% | 0.0% | +8.7% | +8.9% |
| 30D | -26.5% | +12.8% | -39.3% | -25.8% |
| 3M | -52.6% | +4.7% | -57.2% | -52.3% |
| 6M | -56.0% | +24.9% | -80.9% | -56.1% |
| YTD | -62.4% | +30.0% | -92.4% | -62.7% |
| 1Y | -62.7% | +29.9% | -92.7% | -63.1% |
| 3Y | +1,266.7% | +117.5% | +1,149.1% | +1,147.1% |
| 5Y | +0.2% | +161.7% | -161.5% | -10.1% |
| All | -3.1% | +192.8% | -195.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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