+65.5%
QBTS vs DGX
+110.1%
-44.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +1.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | -19.0% | -1.2% | -17.8% | -19.1% |
| 3M | -29.5% | +15.8% | -45.2% | -28.5% |
| 6M | -11.2% | +18.2% | -29.3% | -9.6% |
| YTD | -35.8% | +37.2% | -73.0% | -34.3% |
| 1Y | +1.7% | +30.4% | -28.7% | +3.9% |
| 3Y | +1,470.1% | +96.7% | +1,373.4% | +1,491.8% |
| 5Y | +72.3% | +67.2% | +5.1% | +75.9% |
| All | +65.5% | +110.1% | -44.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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