-5.8%
QBTS vs RF
+132.9%
-138.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.6% |
| 7D | -10.5% | +1.9% | -12.4% | -11.5% |
| 30D | -20.5% | +7.3% | -27.9% | -23.9% |
| 3M | -54.3% | -7.9% | -46.3% | -51.9% |
| 6M | -55.4% | +10.5% | -65.9% | -58.5% |
| YTD | -63.4% | +9.6% | -73.1% | -65.9% |
| 1Y | -59.1% | +20.3% | -79.4% | -63.9% |
| 3Y | +1,216.8% | +119.5% | +1,097.3% | +733.5% |
| 5Y | -2.6% | +48.2% | -50.8% | -31.6% |
| All | -5.8% | +132.9% | -138.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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