+72.0%
QBTS vs NYT
+38.8%
+33.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -19.0% | +4.6% | -23.6% | -19.8% |
| 3M | -29.5% | -9.6% | -19.9% | -28.4% |
| 6M | -11.2% | -14.0% | +2.8% | -8.8% |
| YTD | -35.8% | -2.8% | -32.9% | -36.3% |
| 1Y | +1.7% | +15.6% | -13.9% | -4.8% |
| 3Y | +1,470.1% | +56.3% | +1,413.8% | +1,234.3% |
| All | +72.0% | +38.8% | +33.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling