-10.8%
QBTS vs QLD
+177.2%
-188.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -12.7% | -0.1% | -4.7% |
| 7D | -21.7% | -18.6% | -3.2% | -10.5% |
| 30D | -42.7% | -28.3% | -14.4% | -28.8% |
| 3M | -57.7% | -20.4% | -37.3% | -50.5% |
| 6M | -58.0% | -14.3% | -43.7% | -52.0% |
| YTD | -65.4% | +2.8% | -68.2% | -63.9% |
| 1Y | -70.8% | -1.2% | -69.6% | -68.7% |
| 3Y | +930.8% | +135.3% | +795.4% | +720.0% |
| 5Y | -7.8% | +62.6% | -70.4% | -26.3% |
| All | -10.8% | +177.2% | -188.0% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling