+65.5%
QBTS vs EQIX
+69.2%
-3.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.3% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | -19.0% | -2.5% | -16.5% | -18.1% |
| 3M | -29.5% | 0.0% | -29.4% | -29.7% |
| 6M | -11.2% | +7.6% | -18.8% | -13.5% |
| YTD | -35.8% | +37.5% | -73.3% | -43.4% |
| 1Y | +1.7% | +32.9% | -31.2% | -8.8% |
| 3Y | +1,470.1% | +42.8% | +1,427.3% | +1,307.6% |
| 5Y | +72.3% | +35.8% | +36.5% | +62.8% |
| All | +65.5% | +69.2% | -3.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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