+63.3%
QBTS vs NTAP
+248.9%
-185.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -22.5% | -0.5% | -21.9% | -22.8% |
| 3M | -40.0% | +4.1% | -44.1% | -41.5% |
| 6M | -12.3% | +88.0% | -100.3% | -40.8% |
| YTD | -36.6% | +75.6% | -112.2% | -55.6% |
| 1Y | +8.4% | +58.9% | -50.5% | -18.6% |
| 3Y | +1,380.4% | +153.6% | +1,226.8% | +807.6% |
| 5Y | +69.7% | +127.6% | -57.9% | +2.2% |
| All | +63.3% | +248.9% | -185.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling