+65.5%
QBTS vs DOW
-27.4%
+92.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.8% |
| 30D | -19.0% | -3.9% | -15.1% | -18.2% |
| 3M | -29.5% | -12.7% | -16.8% | -27.1% |
| 6M | -11.2% | -13.7% | +2.5% | -10.2% |
| YTD | -35.8% | +28.4% | -64.1% | -45.7% |
| 1Y | +1.7% | +21.8% | -20.1% | -12.8% |
| 3Y | +1,470.1% | -35.7% | +1,505.8% | +1,539.3% |
| 5Y | +72.3% | -36.8% | +109.1% | +82.6% |
| All | +65.5% | -27.4% | +92.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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