-5.8%
QBTS vs QLD
+204.1%
-210.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.3% |
| 7D | -10.5% | +7.0% | -17.5% | -14.2% |
| 30D | -20.5% | -14.3% | -6.2% | -11.7% |
| 3M | -54.3% | -16.0% | -38.3% | -48.3% |
| 6M | -55.4% | -14.2% | -41.2% | -49.3% |
| YTD | -63.4% | +12.8% | -76.2% | -63.9% |
| 1Y | -59.1% | +14.1% | -73.2% | -59.7% |
| 3Y | +1,216.8% | +146.0% | +1,070.8% | +903.0% |
| 5Y | -2.6% | +82.0% | -84.7% | -26.5% |
| All | -5.8% | +204.1% | -210.0% | -31.2% |
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