-65.1%
QBTS vs NVDL
-23.5%
-41.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +3.0% |
| 7D | -11.8% | -14.0% | +2.2% | -5.3% |
| 30D | -33.6% | -31.2% | -2.4% | -21.1% |
| 3M | -52.5% | -15.5% | -37.0% | -49.3% |
| 6M | -50.4% | -10.3% | -40.1% | -50.9% |
| YTD | -60.3% | -5.8% | -54.5% | -64.7% |
| 1Y | -65.1% | -20.1% | -45.0% | -67.0% |
| All | -65.1% | -23.5% | -41.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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