+68.7%
QBTS vs NTRA
+232.9%
-164.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.6% |
| 7D | +3.8% | +1.6% | +2.2% | +3.4% |
| 30D | -15.2% | +3.8% | -19.0% | -16.0% |
| 3M | -27.2% | +48.2% | -75.5% | -34.5% |
| 6M | -10.1% | +61.0% | -71.0% | -21.1% |
| YTD | -34.5% | +44.2% | -78.7% | -41.0% |
| 1Y | +6.0% | +87.3% | -81.3% | -9.7% |
| 3Y | +1,779.3% | +509.4% | +1,269.8% | +1,271.3% |
| 5Y | +75.4% | +175.1% | -99.7% | +29.7% |
| All | +68.7% | +232.9% | -164.2% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling