-63.3%
QBTS vs QLD
+13.0%
-76.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | -4.7% |
| 7D | +2.6% | -1.2% | +3.8% | +4.0% |
| 30D | -22.5% | -15.7% | -6.8% | -1.7% |
| 3M | -47.4% | -10.0% | -37.3% | -39.2% |
| 6M | -55.7% | -11.2% | -44.5% | -48.0% |
| YTD | -59.3% | +16.4% | -75.6% | -69.1% |
| 1Y | -63.3% | +12.7% | -75.9% | -70.0% |
| All | -63.3% | +13.0% | -76.3% | -70.0% |
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