+4.9%
QBTS vs NIO
-92.4%
+97.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +2.6% | -1.8% | +4.4% | +3.4% |
| 30D | -22.5% | -6.6% | -15.9% | -20.9% |
| 3M | -47.4% | -29.9% | -17.5% | -42.7% |
| 6M | -55.7% | -46.6% | -9.1% | -48.9% |
| YTD | -59.3% | -36.5% | -22.8% | -55.1% |
| 1Y | -63.3% | -51.1% | -12.1% | -57.1% |
| 3Y | +1,379.2% | -55.2% | +1,434.4% | +1,555.7% |
| 5Y | +8.3% | -92.3% | +100.7% | +23.9% |
| All | +4.9% | -92.4% | +97.3% | +20.9% |
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