+74.1%
QBTS vs NVMI
+454.6%
-380.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.2% | +6.0% |
| 7D | +6.8% | +11.7% | -4.9% | +1.4% |
| 30D | -14.9% | -4.0% | -10.8% | -13.2% |
| 3M | -31.6% | -25.8% | -5.8% | -22.2% |
| 6M | -4.9% | -8.3% | +3.4% | -0.5% |
| YTD | -32.4% | +14.8% | -47.3% | -35.3% |
| 1Y | +14.6% | +37.9% | -23.3% | +4.3% |
| 3Y | +1,839.6% | +216.3% | +1,623.4% | +1,253.7% |
| 5Y | +81.2% | +277.2% | -196.0% | +22.1% |
| All | +74.1% | +454.6% | -380.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling