-65.1%
QBTS vs NLY
+2.3%
-67.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -3.1% |
| 7D | -11.8% | +3.5% | -15.3% | -14.4% |
| 30D | -33.6% | +3.6% | -37.2% | -35.7% |
| 3M | -52.5% | -13.6% | -38.8% | -45.2% |
| 6M | -50.4% | -9.1% | -41.3% | -45.4% |
| YTD | -60.3% | -6.1% | -54.2% | -57.2% |
| 1Y | -65.1% | +0.7% | -65.8% | -63.5% |
| All | -65.1% | +2.3% | -67.4% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling