+65.5%
QBTS vs NVMI
+446.8%
-381.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -19.0% | -8.4% | -10.6% | -15.7% |
| 3M | -29.5% | -33.6% | +4.1% | -15.6% |
| 6M | -11.2% | -14.7% | +3.5% | -4.2% |
| YTD | -35.8% | +13.2% | -49.0% | -38.1% |
| 1Y | +1.7% | +29.0% | -27.3% | -5.2% |
| 3Y | +1,470.1% | +215.0% | +1,255.1% | +1,001.1% |
| 5Y | +72.3% | +268.6% | -196.3% | +16.9% |
| All | +65.5% | +446.8% | -381.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling