-65.1%
QBTS vs NTR
+36.7%
-101.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.4% |
| 7D | -11.8% | +4.3% | -16.2% | -11.6% |
| 30D | -33.6% | +2.6% | -36.2% | -33.4% |
| 3M | -52.5% | +8.5% | -61.0% | -52.0% |
| 6M | -50.4% | -3.3% | -47.0% | -49.4% |
| YTD | -60.3% | +19.6% | -79.9% | -60.9% |
| 1Y | -65.1% | +37.6% | -102.7% | -66.7% |
| All | -65.1% | +36.7% | -101.8% | -66.7% |
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