+13.0%
QBTS vs NIO
-92.0%
+105.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.3% |
| 7D | +13.7% | +6.9% | +6.8% | +12.2% |
| 30D | -21.3% | -4.7% | -16.5% | -20.1% |
| 3M | -44.7% | -28.1% | -16.7% | -40.3% |
| 6M | -49.2% | -41.7% | -7.5% | -42.6% |
| YTD | -56.1% | -33.1% | -23.0% | -52.3% |
| 1Y | -61.1% | -50.3% | -10.8% | -54.9% |
| 3Y | +1,511.0% | -54.4% | +1,565.3% | +1,685.8% |
| 5Y | +16.6% | -91.6% | +108.2% | +31.6% |
| All | +13.0% | -92.0% | +105.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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