+1,216.8%
QBTS vs NSC
+77.7%
+1,139.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | -10.5% | +2.5% | -13.0% | -11.3% |
| 30D | -20.5% | +1.7% | -22.2% | -21.0% |
| 3M | -54.3% | -2.6% | -51.7% | -53.9% |
| 6M | -55.4% | +6.4% | -61.8% | -57.4% |
| YTD | -63.4% | +15.5% | -78.9% | -67.0% |
| 1Y | -59.1% | +17.6% | -76.7% | -63.7% |
| 3Y | +1,216.8% | +75.0% | +1,141.8% | +560.6% |
| All | +1,216.8% | +77.7% | +1,139.1% | +560.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling