+5.2%
QBTS vs M
+144.5%
-139.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.6% | +22.6% | +18.9% |
| 7D | +0.3% | -4.3% | +4.6% | +1.1% |
| 30D | -29.8% | +1.3% | -31.1% | -30.1% |
| 3M | -45.0% | -7.4% | -37.6% | -44.3% |
| 6M | -55.2% | +18.3% | -73.5% | -56.8% |
| YTD | -59.2% | +7.6% | -66.7% | -60.1% |
| 1Y | -62.4% | +17.4% | -79.8% | -64.0% |
| 3Y | +1,264.0% | +108.4% | +1,155.6% | +1,066.8% |
| 5Y | +8.8% | -10.6% | +19.4% | -4.6% |
| All | +5.2% | +144.5% | -139.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling