-3.1%
QBTS vs CI
+55.6%
-58.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -7.7% |
| 7D | +8.7% | -1.7% | +10.5% | +8.7% |
| 30D | -26.5% | +4.9% | -31.3% | -26.3% |
| 3M | -52.6% | +7.4% | -59.9% | -52.4% |
| 6M | -56.0% | +0.4% | -56.4% | -55.8% |
| YTD | -62.4% | +9.5% | -71.8% | -62.2% |
| 1Y | -62.7% | +12.0% | -74.7% | -62.6% |
| 3Y | +1,266.7% | +7.1% | +1,259.6% | +1,254.6% |
| 5Y | +0.2% | +49.3% | -49.1% | -0.8% |
| All | -3.1% | +55.6% | -58.6% | -3.8% |
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