+74.1%
QBTS vs AXON
+300.9%
-226.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.3% |
| 7D | +6.8% | -2.5% | +9.3% | +7.7% |
| 30D | -14.9% | -11.5% | -3.4% | -11.6% |
| 3M | -31.6% | +7.3% | -38.9% | -33.9% |
| 6M | -4.9% | -11.9% | +7.0% | -2.8% |
| YTD | -32.4% | -11.0% | -21.4% | -31.6% |
| 1Y | +14.6% | -31.8% | +46.3% | +25.4% |
| 3Y | +1,839.6% | +135.4% | +1,704.2% | +1,558.2% |
| 5Y | +81.2% | +176.9% | -95.6% | +58.0% |
| All | +74.1% | +300.9% | -226.9% | +52.1% |
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