+64.1%
QBTS vs RIG
+121.1%
-56.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | -1.0% | -4.2% | +3.2% | -0.4% |
| 30D | -17.6% | -0.7% | -17.0% | -17.6% |
| 3M | -28.3% | -4.0% | -24.4% | -28.2% |
| 6M | -11.2% | -6.3% | -4.9% | -11.6% |
| YTD | -36.3% | +39.7% | -76.0% | -40.5% |
| 1Y | +3.9% | +78.1% | -74.2% | -6.1% |
| 3Y | +1,728.8% | -29.5% | +1,758.2% | +1,614.8% |
| 5Y | +70.9% | +65.3% | +5.5% | +63.9% |
| All | +64.1% | +121.1% | -56.9% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling