+1,264.0%
QBTS vs QLD
+140.3%
+1,123.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.5% | +15.5% | +15.2% |
| 7D | +0.3% | -10.3% | +10.5% | +13.5% |
| 30D | -29.8% | -26.1% | -3.8% | -1.1% |
| 3M | -45.0% | -17.8% | -27.2% | -30.9% |
| 6M | -55.2% | -15.6% | -39.6% | -44.5% |
| YTD | -59.2% | +5.4% | -64.5% | -59.4% |
| 1Y | -62.4% | +5.2% | -67.6% | -62.2% |
| 3Y | +1,264.0% | +139.4% | +1,124.5% | +595.1% |
| All | +1,264.0% | +140.3% | +1,123.6% | +595.1% |
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