+1,928.4%
QBTS vs NVDX
+815.5%
+1,112.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.5% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | -15.2% | +3.0% | -18.2% | -16.3% |
| 3M | -27.2% | +6.8% | -34.0% | -29.6% |
| 6M | -10.1% | +28.6% | -38.7% | -18.3% |
| YTD | -34.5% | +17.0% | -51.5% | -39.3% |
| 1Y | +6.0% | +27.0% | -21.0% | -5.1% |
| All | +1,928.4% | +815.5% | +1,112.9% | +840.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling