-5.8%
QBTS vs AR
+640.7%
-646.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -10.5% | +7.4% | -17.9% | -11.1% |
| 30D | -20.5% | +5.8% | -26.3% | -21.0% |
| 3M | -54.3% | +5.2% | -59.5% | -54.6% |
| 6M | -55.4% | +5.4% | -60.9% | -55.9% |
| YTD | -63.4% | +12.4% | -75.9% | -64.4% |
| 1Y | -59.1% | +12.8% | -71.9% | -60.2% |
| 3Y | +1,216.8% | +47.2% | +1,169.6% | +1,157.1% |
| 5Y | -2.6% | +101.1% | -103.8% | -5.4% |
| All | -5.8% | +640.7% | -646.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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