+0.3%
QBTS vs NVTS
-31.6%
+31.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.1% | -2.5% | -6.0% |
| 7D | +8.7% | +21.6% | -12.9% | +2.6% |
| 30D | -26.5% | -8.5% | -17.9% | -24.1% |
| 3M | -52.6% | -31.4% | -21.2% | -46.7% |
| 6M | -56.0% | -50.3% | -5.6% | -46.6% |
| YTD | -62.4% | +33.9% | -96.3% | -67.6% |
| 1Y | -62.7% | +10.6% | -73.4% | -65.8% |
| 3Y | +1,266.7% | +52.7% | +1,214.0% | +791.6% |
| 5Y | +0.2% | -48.5% | +48.7% | -30.6% |
| All | +0.3% | -31.6% | +31.9% | -30.6% |
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