-65.1%
QBTS vs KWEB
-34.1%
-31.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -4.5% |
| 7D | -11.8% | +5.8% | -17.6% | -17.1% |
| 30D | -33.6% | -1.0% | -32.7% | -32.9% |
| 3M | -52.5% | -15.8% | -36.6% | -42.4% |
| 6M | -50.4% | -14.9% | -35.4% | -41.5% |
| YTD | -60.3% | -28.6% | -31.7% | -37.6% |
| 1Y | -65.1% | -33.9% | -31.2% | -37.5% |
| All | -65.1% | -34.1% | -31.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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