-65.1%
QBTS vs BOXX
+4.1%
-69.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | -0.6% |
| 7D | -11.8% | +0.1% | -11.9% | -13.8% |
| 30D | -33.6% | +0.4% | -34.0% | -38.6% |
| 3M | -52.5% | +1.0% | -53.5% | -62.9% |
| 6M | -50.4% | +2.0% | -52.3% | -73.6% |
| YTD | -60.3% | +3.3% | -63.6% | -89.6% |
| 1Y | -65.1% | +4.1% | -69.2% | -95.3% |
| All | -65.1% | +4.1% | -69.2% | -95.3% |
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