+0.2%
QBTS vs NTAP
+125.9%
-125.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.6% | -9.2% | -8.7% |
| 7D | +8.7% | +9.9% | -1.1% | +2.2% |
| 30D | -26.5% | -22.1% | -4.3% | -13.3% |
| 3M | -52.6% | -7.7% | -44.9% | -50.4% |
| 6M | -56.0% | +60.9% | -116.9% | -69.0% |
| YTD | -62.4% | +76.4% | -138.8% | -75.2% |
| 1Y | -62.7% | +69.3% | -132.1% | -74.7% |
| 3Y | +1,266.7% | +154.6% | +1,112.0% | +654.5% |
| 5Y | +0.2% | +131.4% | -131.2% | -46.9% |
| All | +0.2% | +125.9% | -125.7% | -46.9% |
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