+3.3%
QBTS vs AXON
+140.0%
-136.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.6% |
| 7D | +1.1% | -27.4% | +28.4% | +11.1% |
| 30D | -28.1% | -28.5% | +0.4% | -20.4% |
| 3M | -48.1% | -49.3% | +1.2% | -35.6% |
| 6M | -53.6% | -25.0% | -28.5% | -50.2% |
| YTD | -59.9% | -46.7% | -13.2% | -52.4% |
| 1Y | -64.3% | -48.3% | -16.1% | -57.0% |
| 3Y | +1,355.6% | +38.8% | +1,316.7% | +1,361.1% |
| 5Y | +6.6% | +77.7% | -71.1% | +9.0% |
| All | +3.3% | +140.0% | -136.7% | +6.0% |
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