+68.7%
QBTS vs ALL
+178.4%
-109.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | +3.8% | -2.2% | +6.0% | +3.7% |
| 30D | -15.2% | -5.6% | -9.6% | -15.3% |
| 3M | -27.2% | +17.2% | -44.5% | -27.6% |
| 6M | -10.1% | +23.2% | -33.3% | -11.1% |
| YTD | -34.5% | +23.6% | -58.1% | -35.5% |
| 1Y | +6.0% | +29.2% | -23.2% | +3.4% |
| 3Y | +1,779.3% | +153.8% | +1,625.4% | +1,563.6% |
| 5Y | +75.4% | +116.1% | -40.7% | +55.4% |
| All | +68.7% | +178.4% | -109.7% | +56.6% |
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