+72.0%
QBTS vs NTRA
+172.0%
-100.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -19.0% | +4.1% | -23.1% | -19.9% |
| 3M | -29.5% | +50.0% | -79.5% | -37.6% |
| 6M | -11.2% | +67.3% | -78.5% | -24.2% |
| YTD | -35.8% | +43.6% | -79.3% | -42.8% |
| 1Y | +1.7% | +89.2% | -87.6% | -15.4% |
| 3Y | +1,470.1% | +502.5% | +967.5% | +1,001.4% |
| All | +72.0% | +172.0% | -100.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling