+65.5%
QBTS vs NYT
+38.4%
+27.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -19.0% | +4.6% | -23.6% | -19.7% |
| 3M | -29.5% | -9.6% | -19.9% | -28.5% |
| 6M | -11.2% | -14.0% | +2.8% | -9.1% |
| YTD | -35.8% | -2.8% | -32.9% | -36.2% |
| 1Y | +1.7% | +15.6% | -13.9% | -3.7% |
| 3Y | +1,470.1% | +56.3% | +1,413.8% | +1,274.7% |
| 5Y | +72.3% | +39.5% | +32.8% | +53.4% |
| All | +65.5% | +38.4% | +27.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling