-2.9%
QBTS vs EQIX
+50.1%
-53.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.0% |
| 7D | -10.5% | +4.1% | -14.5% | -12.1% |
| 30D | -20.5% | +5.8% | -26.3% | -22.2% |
| 3M | -54.3% | -1.4% | -52.9% | -53.7% |
| 6M | -55.4% | -1.2% | -54.2% | -55.0% |
| YTD | -63.4% | +39.6% | -103.1% | -68.5% |
| 1Y | -59.1% | +36.8% | -96.0% | -64.4% |
| 3Y | +1,216.8% | +47.3% | +1,169.5% | +1,059.0% |
| All | -2.9% | +50.1% | -53.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling