-2.9%
QBTS vs NIO
-93.2%
+90.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.5% |
| 7D | -10.5% | -14.5% | +4.0% | -6.5% |
| 30D | -20.5% | -15.0% | -5.6% | -16.6% |
| 3M | -54.3% | -35.6% | -18.7% | -48.3% |
| 6M | -55.4% | -55.7% | +0.2% | -44.8% |
| YTD | -63.4% | -43.1% | -20.3% | -57.9% |
| 1Y | -59.1% | -53.5% | -5.6% | -50.5% |
| 3Y | +1,216.8% | -59.8% | +1,276.6% | +1,443.2% |
| All | -2.9% | -93.2% | +90.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling