+65.5%
QBTS vs MKTX
-68.3%
+133.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.3% | -0.2% | +1.6% | +1.3% |
| 30D | -19.0% | +0.7% | -19.7% | -19.0% |
| 3M | -29.5% | +40.8% | -70.3% | -30.7% |
| 6M | -11.2% | -8.0% | -3.2% | -11.8% |
| YTD | -35.8% | -8.7% | -27.0% | -36.2% |
| 1Y | +1.7% | -11.8% | +13.5% | +1.1% |
| 3Y | +1,470.1% | -24.0% | +1,494.1% | +1,466.5% |
| 5Y | +72.3% | -60.3% | +132.6% | +72.8% |
| All | +65.5% | -68.3% | +133.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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