+63.3%
QBTS vs QLD
+247.7%
-184.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -22.5% | -0.1% | -22.4% | -22.1% |
| 3M | -40.0% | -8.4% | -31.7% | -35.7% |
| 6M | -12.3% | +32.2% | -44.5% | -22.8% |
| YTD | -36.6% | +28.9% | -65.5% | -43.1% |
| 1Y | +8.4% | +43.8% | -35.4% | -6.6% |
| 3Y | +1,380.4% | +176.6% | +1,203.8% | +931.6% |
| 5Y | +69.7% | +121.6% | -51.9% | +16.0% |
| All | +63.3% | +247.7% | -184.3% | +8.6% |
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