+13.0%
QBTS vs P
+378.8%
-365.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.3% | +1.1% | +4.7% |
| 7D | +13.7% | -9.6% | +23.3% | +19.0% |
| 30D | -21.3% | -33.4% | +12.2% | -6.4% |
| 3M | -44.7% | +14.2% | -59.0% | -48.9% |
| 6M | -49.2% | +31.6% | -80.8% | -56.1% |
| YTD | -56.1% | +53.5% | -109.6% | -64.6% |
| 1Y | -61.1% | +14.2% | -75.3% | -65.9% |
| 3Y | +1,511.0% | +190.5% | +1,320.4% | +893.3% |
| 5Y | +16.6% | +256.3% | -239.8% | -32.3% |
| All | +13.0% | +378.8% | -365.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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