+8.4%
QBTS vs NTR
+43.1%
-34.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | -2.4% | +8.1% | -10.5% | -2.6% |
| 30D | -22.5% | +18.8% | -41.2% | -22.8% |
| 3M | -40.0% | +16.2% | -56.2% | -40.1% |
| 6M | -12.3% | +9.8% | -22.1% | -12.6% |
| YTD | -36.6% | +30.9% | -67.5% | -39.5% |
| 1Y | +8.4% | +41.8% | -33.3% | +3.4% |
| All | +8.4% | +43.1% | -34.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling