-5.8%
QBTS vs QS
-94.9%
+89.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | -1.2% |
| 7D | -10.5% | -14.0% | +3.5% | -5.9% |
| 30D | -20.5% | -6.4% | -14.2% | -18.5% |
| 3M | -54.3% | -40.3% | -14.0% | -45.7% |
| 6M | -55.4% | -57.5% | +2.1% | -40.7% |
| YTD | -63.4% | -64.7% | +1.2% | -48.3% |
| 1Y | -59.1% | -72.9% | +13.8% | -37.7% |
| 3Y | +1,216.8% | -33.5% | +1,250.3% | +1,458.1% |
| 5Y | -2.6% | -90.5% | +87.9% | +21.2% |
| All | -5.8% | -94.9% | +89.1% | +17.8% |
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