+70.2%
QBTS vs NIO
-90.7%
+160.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | -2.4% | -13.0% | +10.6% | +1.0% |
| 30D | -22.5% | -18.3% | -4.2% | -18.3% |
| 3M | -40.0% | -33.2% | -6.8% | -33.4% |
| 6M | -12.3% | -21.5% | +9.2% | -7.5% |
| YTD | -36.6% | -25.5% | -11.1% | -32.5% |
| 1Y | +8.4% | -38.0% | +46.4% | +20.5% |
| 3Y | +1,380.4% | -65.5% | +1,445.8% | +1,569.2% |
| All | +70.2% | -90.7% | +160.9% | +85.8% |
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