+75.4%
QBTS vs NOC
+55.2%
+20.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | -15.2% | -10.4% | -4.8% | -15.5% |
| 3M | -27.2% | -5.6% | -21.6% | -27.3% |
| 6M | -10.1% | -30.4% | +20.3% | -10.8% |
| YTD | -34.5% | -8.5% | -26.1% | -34.0% |
| 1Y | +6.0% | -8.3% | +14.3% | +6.8% |
| 3Y | +1,779.3% | +28.2% | +1,751.0% | +1,866.9% |
| 5Y | +75.4% | +56.7% | +18.7% | +82.2% |
| All | +75.4% | +55.2% | +20.2% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling