+7.3%
QBTS vs COMP
-52.0%
+59.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +10.7% | +7.3% | +15.6% |
| 7D | +0.3% | +13.4% | -13.2% | -2.3% |
| 30D | -29.8% | +11.1% | -40.9% | -31.3% |
| 3M | -45.0% | -18.8% | -26.1% | -42.4% |
| 6M | -55.2% | +10.5% | -65.7% | -56.2% |
| YTD | -59.2% | -3.4% | -55.8% | -59.5% |
| 1Y | -62.4% | +19.7% | -82.1% | -64.1% |
| 3Y | +1,264.0% | +381.6% | +882.4% | +905.0% |
| 5Y | +8.8% | -17.6% | +26.4% | -16.8% |
| All | +7.3% | -52.0% | +59.3% | -19.1% |
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