+0.2%
QBTS vs QS
-90.0%
+90.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.8% | +0.2% | -4.2% |
| 7D | +8.7% | -5.6% | +14.3% | +11.9% |
| 30D | -26.5% | -5.8% | -20.6% | -24.0% |
| 3M | -52.6% | -39.2% | -13.4% | -40.6% |
| 6M | -56.0% | -53.9% | -2.1% | -37.6% |
| YTD | -62.4% | -62.8% | +0.4% | -41.3% |
| 1Y | -62.7% | -73.5% | +10.8% | -33.5% |
| 3Y | +1,266.7% | -29.1% | +1,295.7% | +1,466.4% |
| 5Y | +0.2% | -90.0% | +90.2% | +21.1% |
| All | +0.2% | -90.0% | +90.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling