-3.9%
QBTS vs COMP
-52.0%
+48.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -10.5% | 0.0% | -10.5% | -10.4% |
| 30D | -20.5% | +16.6% | -37.1% | -22.9% |
| 3M | -54.3% | -23.5% | -30.7% | -51.4% |
| 6M | -55.4% | +25.7% | -81.1% | -57.6% |
| YTD | -63.4% | -3.4% | -60.0% | -63.7% |
| 1Y | -59.1% | +7.6% | -66.7% | -60.1% |
| 3Y | +1,216.8% | +423.6% | +793.2% | +861.1% |
| 5Y | -2.6% | -10.6% | +7.9% | -25.4% |
| All | -3.9% | -52.0% | +48.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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