+1,839.6%
QBTS vs NTAP
+153.4%
+1,686.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +5.2% |
| 7D | +6.8% | +3.3% | +3.6% | +4.5% |
| 30D | -14.9% | -0.2% | -14.7% | -15.2% |
| 3M | -31.6% | +11.4% | -43.0% | -37.2% |
| 6M | -4.9% | +88.7% | -93.6% | -42.8% |
| YTD | -32.4% | +78.9% | -111.3% | -57.9% |
| 1Y | +14.6% | +58.8% | -44.2% | -20.7% |
| 3Y | +1,839.6% | +153.5% | +1,686.1% | +875.3% |
| All | +1,839.6% | +153.4% | +1,686.2% | +875.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling