-3.1%
QBTS vs NOC
+102.5%
-105.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.6% |
| 7D | +8.7% | +4.5% | +4.2% | +9.0% |
| 30D | -26.5% | +14.1% | -40.5% | -26.0% |
| 3M | -52.6% | -4.5% | -48.1% | -52.5% |
| 6M | -56.0% | -0.8% | -55.2% | -55.8% |
| YTD | -62.4% | -2.5% | -59.8% | -61.9% |
| 1Y | -62.7% | -0.1% | -62.6% | -62.2% |
| 3Y | +1,266.7% | +24.6% | +1,242.1% | +1,327.1% |
| 5Y | +0.2% | +65.6% | -65.4% | +3.5% |
| All | -3.1% | +102.5% | -105.5% | -0.5% |
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