-65.1%
QBTS vs GNRC
+17.5%
-82.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.5% | +9.6% | +5.4% |
| 7D | -11.8% | -6.0% | -5.8% | -9.2% |
| 30D | -33.6% | -12.0% | -21.6% | -28.9% |
| 3M | -52.5% | -13.4% | -39.0% | -49.0% |
| 6M | -50.4% | -26.4% | -24.0% | -42.3% |
| YTD | -60.3% | +38.8% | -99.1% | -71.3% |
| 1Y | -65.1% | +20.9% | -86.0% | -71.3% |
| All | -65.1% | +17.5% | -82.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling