+68.7%
QBTS vs RIG
+118.8%
-50.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | +3.8% | -8.2% | +12.0% | +5.1% |
| 30D | -15.2% | -0.2% | -15.0% | -15.2% |
| 3M | -27.2% | -2.7% | -24.5% | -27.2% |
| 6M | -10.1% | -7.5% | -2.6% | -10.3% |
| YTD | -34.5% | +38.3% | -72.8% | -38.8% |
| 1Y | +6.0% | +81.8% | -75.8% | -4.4% |
| 3Y | +1,779.3% | -30.2% | +1,809.4% | +1,664.9% |
| 5Y | +75.4% | +59.9% | +15.5% | +68.5% |
| All | +68.7% | +118.8% | -50.1% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling