+72.0%
QBTS vs NTRS
+93.2%
-21.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.1% |
| 7D | +1.3% | +1.4% | 0.0% | +0.3% |
| 30D | -19.0% | -0.7% | -18.3% | -18.8% |
| 3M | -29.5% | +11.3% | -40.8% | -34.5% |
| 6M | -11.2% | +35.5% | -46.7% | -28.0% |
| YTD | -35.8% | +40.6% | -76.3% | -48.6% |
| 1Y | +1.7% | +49.2% | -47.5% | -21.2% |
| 3Y | +1,470.1% | +167.2% | +1,302.9% | +764.0% |
| All | +72.0% | +93.2% | -21.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling