+64.1%
QBTS vs DBX
+65.6%
-1.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.2% |
| 7D | -1.0% | -1.8% | +0.9% | -0.4% |
| 30D | -17.6% | +2.8% | -20.5% | -18.8% |
| 3M | -28.3% | +26.8% | -55.1% | -35.2% |
| 6M | -11.2% | +32.8% | -44.0% | -22.6% |
| YTD | -36.3% | +26.1% | -62.4% | -43.3% |
| 1Y | +3.9% | +14.1% | -10.3% | -3.7% |
| 3Y | +1,728.8% | +25.7% | +1,703.0% | +1,510.2% |
| 5Y | +70.9% | +11.2% | +59.7% | +46.6% |
| All | +64.1% | +65.6% | -1.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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