-3.1%
QBTS vs QLD
+211.8%
-214.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.2% |
| 7D | +8.7% | +12.5% | -3.8% | +1.1% |
| 30D | -26.5% | -15.7% | -10.8% | -17.4% |
| 3M | -52.6% | -11.9% | -40.6% | -48.0% |
| 6M | -56.0% | -10.3% | -45.7% | -51.4% |
| YTD | -62.4% | +15.6% | -78.0% | -63.5% |
| 1Y | -62.7% | +12.1% | -74.9% | -62.9% |
| 3Y | +1,266.7% | +150.7% | +1,116.0% | +925.9% |
| 5Y | +0.2% | +86.6% | -86.4% | -25.6% |
| All | -3.1% | +211.8% | -214.9% | -30.3% |
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