-2.9%
QBTS vs DVA
+64.3%
-67.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -10.5% | -8.8% | -1.7% | -9.1% |
| 30D | -20.5% | -3.4% | -17.1% | -20.2% |
| 3M | -54.3% | -2.6% | -51.7% | -54.3% |
| 6M | -55.4% | -11.9% | -43.5% | -55.1% |
| YTD | -63.4% | +53.6% | -117.1% | -68.1% |
| 1Y | -59.1% | +41.9% | -101.0% | -63.6% |
| 3Y | +1,216.8% | +97.5% | +1,119.3% | +988.0% |
| All | -2.9% | +64.3% | -67.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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