+13.0%
QBTS vs PWR
+713.0%
-700.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.4% | -2.0% | +2.2% |
| 7D | +13.7% | -4.8% | +18.5% | +16.4% |
| 30D | -21.3% | -16.2% | -5.1% | -13.7% |
| 3M | -44.7% | -11.9% | -32.8% | -41.4% |
| 6M | -49.2% | -20.6% | -28.6% | -43.0% |
| YTD | -56.1% | +40.3% | -96.4% | -63.1% |
| 1Y | -61.1% | +33.0% | -94.1% | -66.1% |
| 3Y | +1,511.0% | +250.0% | +1,261.0% | +1,000.9% |
| 5Y | +16.6% | +404.2% | -387.6% | -17.4% |
| All | +13.0% | +713.0% | -700.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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