-65.1%
QBTS vs KEY
+29.6%
-94.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.3% |
| 7D | -11.8% | +1.7% | -13.5% | -13.2% |
| 30D | -33.6% | +6.8% | -40.4% | -37.9% |
| 3M | -52.5% | -5.8% | -46.6% | -49.4% |
| 6M | -50.4% | +1.4% | -51.8% | -52.2% |
| YTD | -60.3% | +7.5% | -67.8% | -65.8% |
| 1Y | -65.1% | +29.6% | -94.7% | -78.4% |
| All | -65.1% | +29.6% | -94.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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