-5.8%
QBTS vs NOC
+103.0%
-108.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.8% |
| 7D | -10.5% | +4.8% | -15.3% | -10.3% |
| 30D | -20.5% | +11.0% | -31.6% | -20.1% |
| 3M | -54.3% | -3.8% | -50.5% | -54.2% |
| 6M | -55.4% | +0.6% | -56.1% | -55.3% |
| YTD | -63.4% | -2.3% | -61.2% | -63.0% |
| 1Y | -59.1% | +0.3% | -59.4% | -58.5% |
| 3Y | +1,216.8% | +24.6% | +1,192.2% | +1,275.2% |
| 5Y | -2.6% | +66.0% | -68.6% | +0.6% |
| All | -5.8% | +103.0% | -108.8% | -3.4% |
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