-59.1%
QBTS vs QS
-74.4%
+15.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | +2.5% |
| 7D | -10.5% | -14.0% | +3.5% | +4.3% |
| 30D | -20.5% | -6.4% | -14.2% | -15.4% |
| 3M | -54.3% | -40.3% | -14.0% | -21.6% |
| 6M | -55.4% | -57.5% | +2.1% | +6.7% |
| YTD | -63.4% | -64.7% | +1.2% | +7.3% |
| 1Y | -59.1% | -72.9% | +13.8% | +87.7% |
| All | -59.1% | -74.4% | +15.3% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling