+63.3%
QBTS vs NOC
+89.9%
-26.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.5% |
| 7D | -2.4% | -5.2% | +2.8% | -2.6% |
| 30D | -22.5% | -7.2% | -15.3% | -22.6% |
| 3M | -40.0% | -5.1% | -34.9% | -40.1% |
| 6M | -12.3% | -31.1% | +18.8% | -12.9% |
| YTD | -36.6% | -8.6% | -28.0% | -36.1% |
| 1Y | +8.4% | -9.7% | +18.2% | +9.0% |
| 3Y | +1,380.4% | +24.3% | +1,356.1% | +1,437.5% |
| 5Y | +69.7% | +52.6% | +17.1% | +74.5% |
| All | +63.3% | +89.9% | -26.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling