+64.1%
QBTS vs NOC
+91.4%
-27.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.7% |
| 7D | -1.0% | -1.8% | +0.8% | -1.0% |
| 30D | -17.6% | -9.4% | -8.2% | -17.9% |
| 3M | -28.3% | -3.8% | -24.5% | -28.4% |
| 6M | -11.2% | -28.8% | +17.6% | -11.7% |
| YTD | -36.3% | -7.9% | -28.4% | -35.8% |
| 1Y | +3.9% | -9.0% | +12.9% | +4.5% |
| 3Y | +1,728.8% | +29.1% | +1,699.7% | +1,803.7% |
| 5Y | +70.9% | +58.9% | +11.9% | +75.5% |
| All | +64.1% | +91.4% | -27.2% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling