+63.3%
QBTS vs QID
-89.1%
+152.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.7% |
| 30D | -22.5% | 0.0% | -22.5% | -21.9% |
| 3M | -40.0% | +3.7% | -43.7% | -35.1% |
| 6M | -12.3% | -29.9% | +17.5% | -21.6% |
| YTD | -36.6% | -28.8% | -7.8% | -42.0% |
| 1Y | +8.4% | -37.2% | +45.6% | -4.0% |
| 3Y | +1,380.4% | -73.7% | +1,454.1% | +1,010.4% |
| 5Y | +69.7% | -80.7% | +150.5% | +25.1% |
| All | +63.3% | -89.1% | +152.4% | +17.1% |
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