+5.2%
QBTS vs D
+19.2%
-14.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.5% | +19.5% | +17.8% |
| 7D | +0.3% | +3.0% | -2.7% | +0.8% |
| 30D | -29.8% | +11.5% | -41.3% | -28.5% |
| 3M | -45.0% | +3.7% | -48.7% | -44.5% |
| 6M | -55.2% | +13.5% | -68.7% | -54.2% |
| YTD | -59.2% | +20.7% | -79.9% | -58.0% |
| 1Y | -62.4% | +18.2% | -80.6% | -61.3% |
| 3Y | +1,264.0% | +73.3% | +1,190.7% | +1,373.7% |
| 5Y | +8.8% | +12.3% | -3.5% | +2.3% |
| All | +5.2% | +19.2% | -14.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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