+1,470.1%
QBTS vs NTRS
+168.2%
+1,301.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.1% |
| 7D | +1.3% | +1.4% | 0.0% | -0.1% |
| 30D | -19.0% | -0.7% | -18.3% | -18.7% |
| 3M | -29.5% | +11.3% | -40.8% | -36.4% |
| 6M | -11.2% | +35.5% | -46.7% | -34.3% |
| YTD | -35.8% | +40.6% | -76.3% | -53.4% |
| 1Y | +1.7% | +49.2% | -47.5% | -29.7% |
| 3Y | +1,470.1% | +167.2% | +1,302.9% | +455.3% |
| All | +1,470.1% | +168.2% | +1,301.9% | +455.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling