+8.4%
QBTS vs NTRS
+47.2%
-38.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -22.5% | +1.7% | -24.2% | -24.1% |
| 3M | -40.0% | +8.9% | -48.9% | -45.8% |
| 6M | -12.3% | +30.6% | -42.9% | -39.6% |
| YTD | -36.6% | +38.7% | -75.3% | -59.3% |
| 1Y | +8.4% | +48.1% | -39.7% | -34.2% |
| All | +8.4% | +47.2% | -38.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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