+64.1%
QBTS vs RIO
+114.1%
-50.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -0.9% |
| 7D | -1.0% | -3.4% | +2.4% | +0.5% |
| 30D | -17.6% | +0.6% | -18.2% | -17.7% |
| 3M | -28.3% | +2.5% | -30.9% | -28.9% |
| 6M | -11.2% | +10.8% | -22.0% | -13.4% |
| YTD | -36.3% | +30.5% | -66.8% | -40.7% |
| 1Y | +3.9% | +68.1% | -64.3% | -9.9% |
| 3Y | +1,728.8% | +94.0% | +1,634.7% | +1,424.1% |
| 5Y | +70.9% | +92.0% | -21.1% | +43.7% |
| All | +64.1% | +114.1% | -50.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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