+63.3%
QBTS vs M
+142.1%
-78.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | -2.4% | +4.7% | -7.1% | -3.3% |
| 30D | -22.5% | -9.6% | -12.8% | -20.9% |
| 3M | -40.0% | +0.9% | -40.9% | -40.2% |
| 6M | -12.3% | +22.3% | -34.6% | -15.8% |
| YTD | -36.6% | +6.5% | -43.1% | -37.7% |
| 1Y | +8.4% | +38.8% | -30.3% | +0.7% |
| 3Y | +1,380.4% | +115.9% | +1,264.5% | +1,166.3% |
| 5Y | +69.7% | +28.6% | +41.1% | +50.8% |
| All | +63.3% | +142.1% | -78.8% | +49.6% |
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