+1,329.3%
QBTS vs QLD
+178.0%
+1,151.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.8% |
| 7D | -2.4% | +0.6% | -3.0% | -3.0% |
| 30D | -22.5% | -0.1% | -22.4% | -21.9% |
| 3M | -40.0% | -8.4% | -31.7% | -32.8% |
| 6M | -12.3% | +32.2% | -44.5% | -33.7% |
| YTD | -36.6% | +28.9% | -65.5% | -50.4% |
| 1Y | +8.4% | +43.8% | -35.4% | -22.8% |
| All | +1,329.3% | +178.0% | +1,151.3% | +375.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling