+81.0%
QBTS vs NTAP
+135.4%
-54.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +5.3% |
| 7D | +6.8% | +3.3% | +3.6% | +4.7% |
| 30D | -14.9% | -0.2% | -14.7% | -15.1% |
| 3M | -31.6% | +11.4% | -43.0% | -36.6% |
| 6M | -4.9% | +88.7% | -93.6% | -38.9% |
| YTD | -32.4% | +78.9% | -111.3% | -55.2% |
| 1Y | +14.6% | +58.8% | -44.2% | -16.9% |
| 3Y | +1,839.6% | +153.5% | +1,686.1% | +997.8% |
| All | +81.0% | +135.4% | -54.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling