-3.1%
QBTS vs AR
+640.2%
-643.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -7.7% |
| 7D | +8.7% | +6.4% | +2.3% | +8.1% |
| 30D | -26.5% | +3.1% | -29.6% | -26.7% |
| 3M | -52.6% | +3.3% | -55.8% | -52.8% |
| 6M | -56.0% | +6.6% | -62.5% | -56.5% |
| YTD | -62.4% | +12.3% | -74.7% | -63.3% |
| 1Y | -62.7% | +12.3% | -75.1% | -63.7% |
| 3Y | +1,266.7% | +50.4% | +1,216.2% | +1,202.4% |
| 5Y | +0.2% | +101.0% | -100.8% | -2.7% |
| All | -3.1% | +640.2% | -643.2% | -2.4% |
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