+13.0%
QBTS vs AXON
+140.5%
-127.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.4% |
| 7D | +13.7% | -28.7% | +42.4% | +25.8% |
| 30D | -21.3% | -28.3% | +7.0% | -13.0% |
| 3M | -44.7% | -46.9% | +2.2% | -32.6% |
| 6M | -49.2% | -24.9% | -24.3% | -45.6% |
| YTD | -56.1% | -46.6% | -9.5% | -47.9% |
| 1Y | -61.1% | -49.7% | -11.4% | -52.7% |
| 3Y | +1,511.0% | +40.6% | +1,470.4% | +1,513.7% |
| 5Y | +16.6% | +71.9% | -55.3% | +19.2% |
| All | +13.0% | +140.5% | -127.5% | +15.9% |
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