+1,470.1%
QBTS vs BOXX
+14.7%
+1,455.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | 0.0% |
| 7D | +1.3% | +0.1% | +1.3% | +0.4% |
| 30D | -19.0% | +0.3% | -19.3% | -23.5% |
| 3M | -29.5% | +1.0% | -30.5% | -42.0% |
| 6M | -11.2% | +1.9% | -13.1% | -38.8% |
| YTD | -35.8% | +2.7% | -38.4% | -61.0% |
| 1Y | +1.7% | +4.0% | -2.3% | -49.9% |
| 3Y | +1,470.1% | +14.7% | +1,455.4% | +76.3% |
| All | +1,470.1% | +14.7% | +1,455.4% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling