+8.4%
QBTS vs NVDL
+42.2%
-33.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.1% |
| 7D | -2.4% | +11.7% | -14.1% | -6.7% |
| 30D | -22.5% | +7.8% | -30.3% | -25.1% |
| 3M | -40.0% | +3.3% | -43.3% | -41.6% |
| 6M | -12.3% | +38.9% | -51.2% | -27.5% |
| YTD | -36.6% | +28.5% | -65.1% | -47.4% |
| 1Y | +8.4% | +40.6% | -32.2% | +4.6% |
| All | +8.4% | +42.2% | -33.7% | +4.6% |
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