-59.1%
QBTS vs NSC
+16.6%
-75.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -3.6% |
| 7D | -10.5% | +2.5% | -13.0% | -9.4% |
| 30D | -20.5% | +1.7% | -22.2% | -19.2% |
| 3M | -54.3% | -2.6% | -51.7% | -54.4% |
| 6M | -55.4% | +6.4% | -61.8% | -53.7% |
| YTD | -63.4% | +15.5% | -78.9% | -60.5% |
| 1Y | -59.1% | +17.6% | -76.7% | -56.6% |
| All | -59.1% | +16.6% | -75.7% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling