+1,470.1%
QBTS vs LYB
-23.1%
+1,493.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | -19.0% | +2.5% | -21.5% | -19.6% |
| 3M | -29.5% | +1.4% | -30.9% | -30.0% |
| 6M | -11.2% | -3.5% | -7.7% | -14.0% |
| YTD | -35.8% | +52.0% | -87.7% | -51.2% |
| 1Y | +1.7% | +22.1% | -20.4% | -13.4% |
| 3Y | +1,470.1% | -22.8% | +1,492.9% | +1,379.8% |
| All | +1,470.1% | -23.1% | +1,493.2% | +1,379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling