+8.4%
QBTS vs BOXX
+4.0%
+4.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -2.0% |
| 7D | -2.4% | +0.1% | -2.5% | -3.2% |
| 30D | -22.5% | +0.4% | -22.9% | -26.1% |
| 3M | -40.0% | +1.0% | -41.0% | -49.3% |
| 6M | -12.3% | +2.0% | -14.3% | -40.8% |
| YTD | -36.6% | +2.6% | -39.2% | -56.5% |
| 1Y | +8.4% | +4.1% | +4.4% | +26.1% |
| All | +8.4% | +4.0% | +4.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling