-5.8%
QBTS vs QID
-88.0%
+82.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.5% | -1.2% |
| 7D | -10.5% | -7.1% | -3.3% | -14.1% |
| 30D | -20.5% | +12.6% | -33.2% | -11.5% |
| 3M | -54.3% | +14.2% | -68.5% | -47.8% |
| 6M | -55.4% | +6.2% | -61.6% | -48.5% |
| YTD | -63.4% | -21.8% | -41.6% | -63.0% |
| 1Y | -59.1% | -23.1% | -36.0% | -58.5% |
| 3Y | +1,216.8% | -71.3% | +1,288.1% | +982.8% |
| 5Y | -2.6% | -77.0% | +74.3% | -20.3% |
| All | -5.8% | -88.0% | +82.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 all: compounded portfolio wealth divided by compounded QID 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…
all analysis · Full analysis span regression · 6 months rolling