-65.1%
QBTS vs NTAP
+66.6%
-131.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | -11.8% | -16.1% | +4.3% | -1.5% |
| 30D | -33.6% | -15.9% | -17.7% | -25.9% |
| 3M | -52.5% | -1.2% | -51.2% | -52.8% |
| 6M | -50.4% | +70.1% | -120.4% | -68.6% |
| YTD | -60.3% | +77.9% | -138.2% | -75.8% |
| 1Y | -65.1% | +68.1% | -133.2% | -77.0% |
| All | -65.1% | +66.6% | -131.7% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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