+72.0%
QBTS vs NTR
+45.7%
+26.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | -19.0% | +16.8% | -35.8% | -21.3% |
| 3M | -29.5% | +20.7% | -50.2% | -32.4% |
| 6M | -11.2% | +0.5% | -11.7% | -11.6% |
| YTD | -35.8% | +29.2% | -64.9% | -39.6% |
| 1Y | +1.7% | +39.6% | -37.9% | -6.3% |
| 3Y | +1,470.1% | +37.9% | +1,432.2% | +1,316.9% |
| All | +72.0% | +45.7% | +26.3% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling