+64.1%
QBTS vs NTAP
+245.2%
-181.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.3% |
| 30D | -17.6% | -7.5% | -10.2% | -13.9% |
| 3M | -28.3% | +14.6% | -43.0% | -34.3% |
| 6M | -11.2% | +91.0% | -102.2% | -40.5% |
| YTD | -36.3% | +73.7% | -110.0% | -55.1% |
| 1Y | +3.9% | +51.2% | -47.4% | -19.9% |
| 3Y | +1,728.8% | +146.1% | +1,582.6% | +1,037.0% |
| 5Y | +70.9% | +122.8% | -52.0% | +3.8% |
| All | +64.1% | +245.2% | -181.1% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling