+72.0%
QBTS vs NLY
+25.6%
+46.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +1.3% | -4.0% | +5.3% | +3.5% |
| 30D | -19.0% | -5.2% | -13.8% | -16.7% |
| 3M | -29.5% | +2.8% | -32.3% | -30.5% |
| 6M | -11.2% | +4.2% | -15.4% | -12.9% |
| YTD | -35.8% | +4.7% | -40.4% | -37.0% |
| 1Y | +1.7% | +12.7% | -11.1% | -4.0% |
| 3Y | +1,470.1% | +62.5% | +1,407.5% | +1,146.4% |
| All | +72.0% | +25.6% | +46.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling