+65.5%
QBTS vs JAAA
+28.6%
+37.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -19.0% | +0.5% | -19.5% | -20.0% |
| 3M | -29.5% | +1.3% | -30.7% | -31.5% |
| 6M | -11.2% | +2.8% | -13.9% | -16.3% |
| YTD | -35.8% | +3.3% | -39.0% | -39.9% |
| 1Y | +1.7% | +4.9% | -3.2% | -7.5% |
| 3Y | +1,470.1% | +19.0% | +1,451.1% | +1,340.7% |
| 5Y | +72.3% | +26.9% | +45.4% | +66.3% |
| All | +65.5% | +28.6% | +37.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling