+3.3%
QBTS vs QLD
+199.9%
-196.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -7.9% |
| 7D | +1.1% | -3.8% | +4.9% | +4.1% |
| 30D | -28.1% | -20.5% | -7.5% | -16.0% |
| 3M | -48.1% | -14.6% | -33.5% | -41.9% |
| 6M | -53.6% | -14.7% | -38.9% | -47.0% |
| YTD | -59.9% | +11.2% | -71.1% | -60.1% |
| 1Y | -64.3% | +7.1% | -71.4% | -63.5% |
| 3Y | +1,355.6% | +141.1% | +1,214.5% | +1,020.6% |
| 5Y | +6.6% | +84.3% | -77.7% | -19.0% |
| All | +3.3% | +199.9% | -196.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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