+13.0%
QBTS vs CI
+55.2%
-42.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.4% |
| 7D | +13.7% | +0.1% | +13.5% | +13.7% |
| 30D | -21.3% | +4.7% | -25.9% | -21.1% |
| 3M | -44.7% | +5.2% | -50.0% | -44.6% |
| 6M | -49.2% | +3.8% | -53.0% | -49.0% |
| YTD | -56.1% | +9.2% | -65.4% | -56.0% |
| 1Y | -61.1% | +14.3% | -75.4% | -61.0% |
| 3Y | +1,511.0% | +8.4% | +1,502.5% | +1,492.6% |
| 5Y | +16.6% | +50.0% | -33.5% | +15.4% |
| All | +13.0% | +55.2% | -42.2% | +12.1% |
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