+68.7%
QBTS vs GNRC
-11.9%
+80.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.4% |
| 7D | +3.8% | +3.2% | +0.7% | +2.6% |
| 30D | -15.2% | -9.5% | -5.7% | -12.1% |
| 3M | -27.2% | -28.5% | +1.3% | -18.2% |
| 6M | -10.1% | -10.0% | -0.1% | -6.5% |
| YTD | -34.5% | +36.7% | -71.3% | -41.6% |
| 1Y | +6.0% | +2.6% | +3.4% | +4.0% |
| 3Y | +1,779.3% | +61.9% | +1,717.4% | +1,477.1% |
| 5Y | +75.4% | -59.0% | +134.4% | +50.7% |
| All | +68.7% | -11.9% | +80.5% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling