+65.5%
QBTS vs AZO
+151.0%
-85.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.3% | -3.6% | +4.9% | +1.3% |
| 30D | -19.0% | -5.6% | -13.4% | -19.1% |
| 3M | -29.5% | -6.6% | -22.8% | -29.6% |
| 6M | -11.2% | -22.5% | +11.4% | -11.6% |
| YTD | -35.8% | -15.2% | -20.6% | -35.5% |
| 1Y | +1.7% | -33.9% | +35.6% | +1.1% |
| 3Y | +1,470.1% | +11.8% | +1,458.3% | +1,456.7% |
| 5Y | +72.3% | +85.5% | -13.2% | +66.4% |
| All | +65.5% | +151.0% | -85.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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