+5.2%
QBTS vs AXON
+148.3%
-143.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -18.2% | +36.2% | +24.1% |
| 7D | +0.3% | -26.8% | +27.1% | +10.1% |
| 30D | -29.8% | -22.9% | -6.9% | -24.3% |
| 3M | -45.0% | -40.1% | -4.9% | -35.6% |
| 6M | -55.2% | -18.9% | -36.3% | -53.5% |
| YTD | -59.2% | -44.9% | -14.3% | -52.0% |
| 1Y | -62.4% | -46.7% | -15.7% | -55.1% |
| 3Y | +1,264.0% | +44.3% | +1,219.7% | +1,257.5% |
| 5Y | +8.8% | +71.4% | -62.6% | +10.2% |
| All | +5.2% | +148.3% | -143.1% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling