+1,057.6%
QBTS vs AS
+131.9%
+925.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +3.0% |
| 7D | +2.6% | -3.0% | +5.6% | +4.7% |
| 30D | -22.5% | +9.6% | -32.0% | -26.4% |
| 3M | -47.4% | -8.2% | -39.2% | -45.2% |
| 6M | -55.7% | -9.9% | -45.8% | -53.6% |
| YTD | -59.3% | -16.8% | -42.5% | -55.8% |
| 1Y | -63.3% | +3.0% | -66.2% | -64.6% |
| All | +1,057.6% | +131.9% | +925.7% | +1,107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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