+74.1%
QBTS vs ASX
+808.5%
-734.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.1% | +0.5% | +3.2% |
| 7D | +6.8% | +6.3% | +0.5% | +3.3% |
| 30D | -14.9% | +6.4% | -21.3% | -17.9% |
| 3M | -31.6% | +13.1% | -44.7% | -37.0% |
| 6M | -4.9% | +90.3% | -95.2% | -33.4% |
| YTD | -32.4% | +149.6% | -182.1% | -59.6% |
| 1Y | +14.6% | +249.2% | -234.6% | -42.1% |
| 3Y | +1,839.6% | +445.9% | +1,393.7% | +754.4% |
| 5Y | +81.2% | +477.7% | -396.5% | -21.2% |
| All | +74.1% | +808.5% | -734.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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