+5.2%
QBTS vs P
+350.4%
-345.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +3.5% | +14.5% | +16.5% |
| 7D | +0.3% | -23.8% | +24.1% | +12.7% |
| 30D | -29.8% | -36.6% | +6.8% | -14.8% |
| 3M | -45.0% | +10.9% | -55.8% | -48.5% |
| 6M | -55.2% | +30.0% | -85.2% | -61.1% |
| YTD | -59.2% | +44.4% | -103.5% | -66.1% |
| 1Y | -62.4% | +3.9% | -66.3% | -65.7% |
| 3Y | +1,264.0% | +176.6% | +1,087.4% | +759.7% |
| 5Y | +8.8% | +249.3% | -240.5% | -35.4% |
| All | +5.2% | +350.4% | -345.2% | -38.2% |
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