+8.4%
QBTS vs NVTS
+109.2%
-100.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -4.3% |
| 7D | -2.4% | +2.7% | -5.1% | -3.8% |
| 30D | -22.5% | -4.5% | -18.0% | -21.3% |
| 3M | -40.0% | -61.5% | +21.5% | -11.4% |
| 6M | -12.3% | +28.0% | -40.3% | -33.4% |
| YTD | -36.6% | +65.3% | -101.9% | -58.4% |
| 1Y | +8.4% | +113.0% | -104.6% | -41.2% |
| All | +8.4% | +109.2% | -100.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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