+74.1%
QBTS vs KWEB
-60.3%
+134.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +7.3% |
| 7D | +6.8% | -1.3% | +8.1% | +7.1% |
| 30D | -14.9% | -11.5% | -3.4% | -12.0% |
| 3M | -31.6% | -2.9% | -28.7% | -31.1% |
| 6M | -4.9% | -14.6% | +9.7% | -0.3% |
| YTD | -32.4% | -25.5% | -6.9% | -26.3% |
| 1Y | +14.6% | -31.1% | +45.7% | +28.0% |
| 3Y | +1,839.6% | +3.0% | +1,836.7% | +1,916.3% |
| 5Y | +81.2% | -42.6% | +123.8% | +88.9% |
| All | +74.1% | -60.3% | +134.3% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling