+68.7%
QBTS vs MKTX
-68.3%
+136.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | -15.2% | +1.0% | -16.2% | -15.3% |
| 3M | -27.2% | +40.8% | -68.0% | -28.5% |
| 6M | -10.1% | -10.9% | +0.8% | -10.6% |
| YTD | -34.5% | -8.6% | -25.9% | -35.0% |
| 1Y | +6.0% | -11.6% | +17.6% | +5.4% |
| 3Y | +1,779.3% | -24.5% | +1,803.8% | +1,775.3% |
| 5Y | +75.4% | -60.7% | +136.1% | +75.9% |
| All | +68.7% | -68.3% | +136.9% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling