+5.2%
QBTS vs AVAV
+31.3%
-26.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +10.5% | +7.5% | +14.7% |
| 7D | +0.3% | -10.6% | +10.9% | +4.1% |
| 30D | -29.8% | -18.8% | -11.0% | -25.0% |
| 3M | -45.0% | -34.1% | -10.9% | -37.4% |
| 6M | -55.2% | -35.3% | -19.8% | -49.1% |
| YTD | -59.2% | -53.4% | -5.8% | -50.0% |
| 1Y | -62.4% | -65.6% | +3.3% | -50.6% |
| 3Y | +1,264.0% | -5.1% | +1,269.1% | +1,411.6% |
| 5Y | +8.8% | +18.5% | -9.8% | +19.6% |
| All | +5.2% | +31.3% | -26.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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