+65.5%
QBTS vs CBOE
+250.0%
-184.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | 0.0% |
| 7D | +1.3% | -5.8% | +7.1% | -0.8% |
| 30D | -19.0% | -3.1% | -15.8% | -19.7% |
| 3M | -29.5% | -4.8% | -24.7% | -29.9% |
| 6M | -11.2% | -0.6% | -10.6% | -9.5% |
| YTD | -35.8% | +12.8% | -48.5% | -31.3% |
| 1Y | +1.7% | +19.8% | -18.1% | +11.5% |
| 3Y | +1,470.1% | +86.9% | +1,383.1% | +1,819.8% |
| 5Y | +72.3% | +136.5% | -64.2% | +112.3% |
| All | +65.5% | +250.0% | -184.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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