-60.9%
QBTS vs QLD
+9.9%
-70.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | -1.9% |
| 7D | +13.7% | -1.4% | +15.1% | +15.5% |
| 30D | -21.3% | -19.6% | -1.7% | +6.7% |
| 3M | -44.7% | -14.1% | -30.6% | -31.9% |
| 6M | -49.2% | -13.6% | -35.6% | -38.0% |
| YTD | -56.1% | +12.5% | -68.7% | -65.1% |
| All | -60.9% | +9.9% | -70.8% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling