+65.5%
QBTS vs KWEB
-61.5%
+127.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +1.3% | -5.6% | +6.9% | +3.0% |
| 30D | -19.0% | -10.7% | -8.3% | -16.4% |
| 3M | -29.5% | -7.4% | -22.1% | -27.9% |
| 6M | -11.2% | -19.3% | +8.2% | -5.4% |
| YTD | -35.8% | -27.8% | -8.0% | -29.3% |
| 1Y | +1.7% | -35.9% | +37.6% | +15.7% |
| 3Y | +1,470.1% | -1.9% | +1,472.0% | +1,549.8% |
| 5Y | +72.3% | -43.2% | +115.5% | +81.2% |
| All | +65.5% | -61.5% | +127.0% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling