+65.5%
QBTS vs QSR
+53.3%
+12.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.3% | -4.0% | +5.3% | +1.8% |
| 30D | -19.0% | +2.8% | -21.7% | -19.2% |
| 3M | -29.5% | +5.1% | -34.6% | -29.9% |
| 6M | -11.2% | +8.8% | -20.0% | -12.6% |
| YTD | -35.8% | +14.8% | -50.6% | -37.4% |
| 1Y | +1.7% | +25.7% | -24.0% | -3.0% |
| 3Y | +1,470.1% | +27.5% | +1,442.6% | +1,408.6% |
| 5Y | +72.3% | +41.3% | +31.1% | +74.3% |
| All | +65.5% | +53.3% | +12.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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