+70.9%
QBTS vs CBOE
+145.0%
-74.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -3.3% |
| 7D | -1.0% | -3.7% | +2.7% | -2.5% |
| 30D | -17.6% | +2.0% | -19.6% | -16.8% |
| 3M | -28.3% | -4.2% | -24.1% | -28.8% |
| 6M | -11.2% | +1.2% | -12.4% | -8.6% |
| YTD | -36.3% | +15.4% | -51.7% | -30.1% |
| 1Y | +3.9% | +23.5% | -19.6% | +18.0% |
| 3Y | +1,728.8% | +93.2% | +1,635.6% | +2,298.4% |
| 5Y | +70.9% | +142.0% | -71.1% | +127.0% |
| All | +70.9% | +145.0% | -74.1% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling