+72.0%
QBTS vs RIG
+59.7%
+12.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | +1.3% | -3.1% | +4.4% | +1.9% |
| 30D | -19.0% | -0.5% | -18.5% | -19.0% |
| 3M | -29.5% | -6.0% | -23.5% | -29.0% |
| 6M | -11.2% | -10.1% | -1.0% | -11.0% |
| YTD | -35.8% | +37.3% | -73.0% | -41.4% |
| 1Y | +1.7% | +73.9% | -72.2% | -11.2% |
| 3Y | +1,470.1% | -30.2% | +1,500.3% | +1,351.3% |
| All | +72.0% | +59.7% | +12.2% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling