-65.1%
QBTS vs IDXX
-2.6%
-62.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.4% |
| 7D | -11.8% | +24.1% | -35.9% | -13.9% |
| 30D | -33.6% | +32.5% | -66.2% | -36.8% |
| 3M | -52.5% | +18.8% | -71.2% | -52.5% |
| 6M | -50.4% | +24.0% | -74.4% | -52.1% |
| YTD | -60.3% | +3.3% | -63.6% | -55.9% |
| 1Y | -65.1% | -3.3% | -61.8% | -58.5% |
| All | -65.1% | -2.6% | -62.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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