+1,457.0%
QBTS vs MKTX
-25.2%
+1,482.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -17.6% | +0.8% | -18.5% | -17.7% |
| 3M | -28.3% | +41.1% | -69.5% | -29.6% |
| 6M | -11.2% | -9.5% | -1.6% | -12.7% |
| YTD | -36.3% | -8.7% | -27.6% | -37.3% |
| 1Y | +3.9% | -10.0% | +13.8% | +2.2% |
| All | +1,457.0% | -25.2% | +1,482.2% | +1,333.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling