+64.1%
QBTS vs NSC
+54.7%
+9.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | -17.6% | -3.4% | -14.3% | -16.8% |
| 3M | -28.3% | +5.1% | -33.4% | -29.9% |
| 6M | -11.2% | +9.2% | -20.4% | -15.0% |
| YTD | -36.3% | +13.4% | -49.7% | -40.1% |
| 1Y | +3.9% | +20.8% | -16.9% | -5.0% |
| 3Y | +1,728.8% | +76.1% | +1,652.7% | +1,379.7% |
| 5Y | +70.9% | +45.3% | +25.6% | +42.6% |
| All | +64.1% | +54.7% | +9.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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