+3.9%
QBTS vs NSC
+20.8%
-16.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -1.4% | +0.4% | -1.6% |
| 30D | -17.6% | -3.4% | -14.3% | -18.8% |
| 3M | -28.3% | +5.1% | -33.4% | -27.1% |
| 6M | -11.2% | +9.2% | -20.4% | -10.5% |
| YTD | -36.3% | +13.4% | -49.7% | -34.6% |
| 1Y | +3.9% | +20.8% | -16.9% | +27.6% |
| All | +3.9% | +20.8% | -16.9% | +27.6% |
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