+64.1%
QBTS vs QS
-92.8%
+157.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -1.0% | -5.0% | +4.0% | +0.6% |
| 30D | -17.6% | -18.3% | +0.6% | -12.0% |
| 3M | -28.3% | -26.0% | -2.3% | -20.8% |
| 6M | -11.2% | -24.0% | +12.9% | -0.9% |
| YTD | -36.3% | -50.3% | +14.0% | -19.7% |
| 1Y | +3.9% | -38.0% | +41.8% | +27.4% |
| 3Y | +1,728.8% | -24.6% | +1,753.4% | +1,884.7% |
| 5Y | +70.9% | -75.4% | +146.3% | +87.5% |
| All | +64.1% | -92.8% | +157.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling