+4.9%
QBTS vs CI
+58.3%
-53.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +2.6% | -1.3% | +3.9% | +2.6% |
| 30D | -22.5% | +6.4% | -28.9% | -22.2% |
| 3M | -47.4% | +10.7% | -58.0% | -47.1% |
| 6M | -55.7% | +5.5% | -61.1% | -55.5% |
| YTD | -59.3% | +11.4% | -70.7% | -59.1% |
| 1Y | -63.3% | +15.0% | -78.3% | -63.1% |
| 3Y | +1,379.2% | +9.0% | +1,370.2% | +1,367.5% |
| 5Y | +8.3% | +52.0% | -43.6% | +7.4% |
| All | +4.9% | +58.3% | -53.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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