+1,329.3%
QBTS vs AXON
+140.4%
+1,188.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | +0.9% |
| 7D | -2.4% | -14.2% | +11.7% | +5.8% |
| 30D | -22.5% | -15.4% | -7.1% | -15.9% |
| 3M | -40.0% | +0.5% | -40.5% | -41.5% |
| 6M | -12.3% | -9.5% | -2.8% | -10.9% |
| YTD | -36.6% | -9.2% | -27.4% | -36.6% |
| 1Y | +8.4% | -29.4% | +37.8% | +23.9% |
| All | +1,329.3% | +140.4% | +1,188.9% | +441.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling