-8.0%
QBTS vs COMP
-25.6%
+17.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -8.2% | -4.6% | -10.9% |
| 7D | -21.7% | -1.8% | -19.9% | -21.3% |
| 30D | -42.7% | -0.8% | -41.9% | -42.6% |
| 3M | -57.7% | -28.1% | -29.6% | -54.4% |
| 6M | -58.0% | +27.0% | -85.0% | -60.3% |
| YTD | -65.4% | -12.8% | -52.6% | -64.9% |
| 1Y | -70.8% | +4.9% | -75.7% | -71.4% |
| 3Y | +930.8% | +321.0% | +609.7% | +664.0% |
| All | -8.0% | -25.6% | +17.6% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling