+68.7%
QBTS vs PODD
-44.2%
+112.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.6% |
| 7D | +3.8% | -6.9% | +10.7% | +5.0% |
| 30D | -15.2% | -3.5% | -11.8% | -14.8% |
| 3M | -27.2% | -13.6% | -13.6% | -26.2% |
| 6M | -10.1% | -42.6% | +32.5% | -1.2% |
| YTD | -34.5% | -51.5% | +16.9% | -25.5% |
| 1Y | +6.0% | -60.9% | +66.9% | +26.0% |
| 3Y | +1,779.3% | -19.8% | +1,799.0% | +1,844.9% |
| 5Y | +75.4% | -54.4% | +129.8% | +91.3% |
| All | +68.7% | -44.2% | +112.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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