+69.0%
QBTS vs NVTS
-15.6%
+84.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -3.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.3% |
| 30D | -22.5% | -4.5% | -18.0% | -21.6% |
| 3M | -40.0% | -61.5% | +21.5% | -20.4% |
| 6M | -12.3% | +28.0% | -40.3% | -23.6% |
| YTD | -36.6% | +65.3% | -101.9% | -48.9% |
| 1Y | +8.4% | +113.0% | -104.6% | -19.8% |
| 3Y | +1,380.4% | +34.7% | +1,345.7% | +881.0% |
| All | +69.0% | -15.6% | +84.6% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling