+63.3%
QBTS vs NIO
-91.1%
+154.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | -2.4% | -13.0% | +10.6% | +0.7% |
| 30D | -22.5% | -18.3% | -4.2% | -18.8% |
| 3M | -40.0% | -33.2% | -6.8% | -34.1% |
| 6M | -12.3% | -21.5% | +9.2% | -8.0% |
| YTD | -36.6% | -25.5% | -11.1% | -32.9% |
| 1Y | +8.4% | -38.0% | +46.4% | +19.2% |
| 3Y | +1,380.4% | -65.5% | +1,445.8% | +1,545.8% |
| 5Y | +69.7% | -90.6% | +160.3% | +86.1% |
| All | +63.3% | -91.1% | +154.4% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling