+74.1%
QBTS vs M
+135.8%
-61.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +7.1% |
| 7D | +6.8% | +2.4% | +4.5% | +6.3% |
| 30D | -14.9% | -11.6% | -3.3% | -12.8% |
| 3M | -31.6% | +1.6% | -33.2% | -32.0% |
| 6M | -4.9% | +25.2% | -30.2% | -9.2% |
| YTD | -32.4% | +3.8% | -36.2% | -33.3% |
| 1Y | +14.6% | +36.3% | -21.8% | +6.8% |
| 3Y | +1,839.6% | +116.3% | +1,723.3% | +1,563.0% |
| 5Y | +81.2% | +28.2% | +53.1% | +61.9% |
| All | +74.1% | +135.8% | -61.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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