+64.1%
QBTS vs LOW
+37.0%
+27.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -1.0% | -2.6% | +1.7% | -0.2% |
| 30D | -17.6% | -11.1% | -6.5% | -14.9% |
| 3M | -28.3% | -8.5% | -19.8% | -26.8% |
| 6M | -11.2% | -20.8% | +9.7% | -5.4% |
| YTD | -36.3% | -17.2% | -19.1% | -33.4% |
| 1Y | +3.9% | -24.7% | +28.6% | +11.5% |
| 3Y | +1,728.8% | -9.7% | +1,738.5% | +1,692.1% |
| 5Y | +70.9% | +6.0% | +64.9% | +63.8% |
| All | +64.1% | +37.0% | +27.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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