+1,255.4%
QBTS vs QS
-28.5%
+1,283.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.8% | +0.2% | -3.4% |
| 7D | +8.7% | -5.6% | +14.3% | +12.6% |
| 30D | -26.5% | -5.8% | -20.6% | -23.5% |
| 3M | -52.6% | -39.2% | -13.4% | -37.6% |
| 6M | -56.0% | -53.9% | -2.1% | -32.9% |
| YTD | -62.4% | -62.8% | +0.4% | -36.0% |
| 1Y | -62.7% | -73.5% | +10.8% | -25.9% |
| All | +1,255.4% | -28.5% | +1,283.9% | +1,382.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling