+13.0%
QBTS vs QLD
+203.6%
-190.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | +3.0% |
| 7D | +13.7% | -1.4% | +15.1% | +15.3% |
| 30D | -21.3% | -19.6% | -1.7% | -8.8% |
| 3M | -44.7% | -14.1% | -30.6% | -38.4% |
| 6M | -49.2% | -13.6% | -35.6% | -42.5% |
| YTD | -56.1% | +12.5% | -68.7% | -56.7% |
| 1Y | -61.1% | +13.1% | -74.3% | -61.4% |
| 3Y | +1,511.0% | +154.7% | +1,356.2% | +1,115.4% |
| 5Y | +16.6% | +81.1% | -64.5% | -12.0% |
| All | +13.0% | +203.6% | -190.6% | -17.3% |
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