+1,500.0%
QBTS vs NVTS
+37.8%
+1,462.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.0% |
| 7D | +3.8% | +3.5% | +0.3% | +2.6% |
| 30D | -15.2% | -11.9% | -3.3% | -11.8% |
| 3M | -27.2% | -49.2% | +22.0% | -10.7% |
| 6M | -10.1% | +38.4% | -48.5% | -23.8% |
| YTD | -34.5% | +62.5% | -97.0% | -47.3% |
| 1Y | +6.0% | +101.4% | -95.4% | -20.9% |
| All | +1,500.0% | +37.8% | +1,462.2% | +922.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling