+0.2%
QBTS vs P
+286.6%
-286.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.0% | -9.2% |
| 7D | +8.7% | +17.8% | -9.1% | +0.8% |
| 30D | -26.5% | -29.9% | +3.4% | -13.6% |
| 3M | -52.6% | -1.2% | -51.4% | -53.2% |
| 6M | -56.0% | +32.1% | -88.1% | -62.8% |
| YTD | -62.4% | +64.3% | -126.7% | -71.4% |
| 1Y | -62.7% | +24.3% | -87.0% | -69.1% |
| 3Y | +1,266.7% | +203.2% | +1,063.4% | +653.2% |
| 5Y | +0.2% | +290.4% | -290.2% | -49.5% |
| All | +0.2% | +286.6% | -286.4% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling