+4.9%
QBTS vs AXON
+150.2%
-145.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.6% | +0.2% |
| 7D | +2.6% | -25.6% | +28.2% | +11.9% |
| 30D | -22.5% | -23.9% | +1.4% | -16.1% |
| 3M | -47.4% | -50.4% | +3.1% | -34.0% |
| 6M | -55.7% | -20.0% | -35.7% | -53.5% |
| YTD | -59.3% | -44.5% | -14.8% | -52.3% |
| 1Y | -63.3% | -44.9% | -18.4% | -56.6% |
| 3Y | +1,379.2% | +44.7% | +1,334.4% | +1,364.0% |
| 5Y | +8.3% | +86.7% | -78.4% | +9.2% |
| All | +4.9% | +150.2% | -145.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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