-70.1%
QBTS vs Q
+75.8%
-145.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.5% | -7.8% |
| 7D | +1.1% | +4.0% | -2.9% | -1.1% |
| 30D | -28.1% | -2.3% | -25.7% | -26.5% |
| 3M | -48.1% | -7.9% | -40.2% | -45.3% |
| 6M | -53.6% | -16.0% | -37.6% | -48.9% |
| YTD | -59.9% | +51.7% | -111.6% | -73.5% |
| 1Y | -64.3% | +28.3% | -92.6% | -74.4% |
| All | -70.1% | +75.8% | -145.9% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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