-65.1%
QBTS vs NTRA
+99.0%
-164.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -11.8% | -7.9% | -3.9% | -7.7% |
| 30D | -33.6% | -8.1% | -25.5% | -30.5% |
| 3M | -52.5% | +42.1% | -94.5% | -60.9% |
| 6M | -50.4% | +84.8% | -135.2% | -65.8% |
| YTD | -60.3% | +70.7% | -131.0% | -72.4% |
| 1Y | -65.1% | +99.0% | -164.1% | -80.5% |
| All | -65.1% | +99.0% | -164.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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