+68.7%
QBTS vs ARWR
+12.2%
+56.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -15.2% | -6.5% | -8.8% | -13.9% |
| 3M | -27.2% | +12.7% | -39.9% | -29.7% |
| 6M | -10.1% | +36.2% | -46.3% | -16.8% |
| YTD | -34.5% | +24.5% | -59.0% | -38.4% |
| 1Y | +6.0% | +198.0% | -192.0% | -18.0% |
| 3Y | +1,779.3% | +176.4% | +1,602.9% | +1,249.1% |
| 5Y | +75.4% | +26.6% | +48.9% | +28.7% |
| All | +68.7% | +12.2% | +56.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling