+65.5%
QBTS vs NRG
+291.2%
-225.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | +1.3% | -4.7% | +6.0% | +3.3% |
| 30D | -19.0% | -6.0% | -13.0% | -17.2% |
| 3M | -29.5% | -8.0% | -21.5% | -28.4% |
| 6M | -11.2% | -23.2% | +12.0% | -3.5% |
| YTD | -35.8% | -28.1% | -7.7% | -28.7% |
| 1Y | +1.7% | -27.3% | +29.0% | +14.1% |
| 3Y | +1,470.1% | +208.7% | +1,261.4% | +1,222.4% |
| 5Y | +72.3% | +197.7% | -125.3% | +44.5% |
| All | +65.5% | +291.2% | -225.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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