+74.1%
QBTS vs EW
+0.6%
+73.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.1% | +7.5% |
| 7D | +6.8% | -4.4% | +11.3% | +8.0% |
| 30D | -14.9% | -3.3% | -11.5% | -14.3% |
| 3M | -31.6% | +1.0% | -32.6% | -32.0% |
| 6M | -4.9% | +6.2% | -11.2% | -6.7% |
| YTD | -32.4% | +1.7% | -34.2% | -33.0% |
| 1Y | +14.6% | +8.1% | +6.5% | +11.7% |
| 3Y | +1,839.6% | +17.1% | +1,822.5% | +1,670.1% |
| 5Y | +81.2% | -29.4% | +110.6% | +67.8% |
| All | +74.1% | +0.6% | +73.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 all: compounded portfolio wealth divided by compounded EW 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…
all analysis · Full analysis span regression · 6 months rolling