+63.3%
QBTS vs QS
-92.4%
+155.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -22.5% | -0.7% | -21.8% | -22.1% |
| 3M | -40.0% | -39.6% | -0.4% | -29.4% |
| 6M | -12.3% | -21.7% | +9.4% | -3.2% |
| YTD | -36.6% | -47.4% | +10.8% | -21.5% |
| 1Y | +8.4% | -28.4% | +36.8% | +27.1% |
| 3Y | +1,380.4% | -22.6% | +1,403.0% | +1,484.8% |
| 5Y | +69.7% | -75.6% | +145.3% | +83.2% |
| All | +63.3% | -92.4% | +155.8% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling