+1,470.1%
QBTS vs NVDL
+625.2%
+844.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.3% | -10.3% | +11.6% | +4.7% |
| 30D | -19.0% | -7.1% | -11.9% | -17.5% |
| 3M | -29.5% | +6.6% | -36.1% | -31.7% |
| 6M | -11.2% | +21.1% | -32.2% | -18.1% |
| YTD | -35.8% | +15.2% | -51.0% | -40.3% |
| 1Y | +1.7% | +18.8% | -17.1% | -7.5% |
| 3Y | +1,470.1% | +649.9% | +820.2% | +573.1% |
| All | +1,470.1% | +625.2% | +844.9% | +573.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling