-3.1%
QBTS vs RIO
+79.4%
-82.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -6.7% |
| 7D | +8.7% | +0.1% | +8.6% | +9.0% |
| 30D | -26.5% | -10.5% | -15.9% | -22.5% |
| 3M | -52.6% | -15.9% | -36.6% | -48.5% |
| 6M | -56.0% | -22.3% | -33.7% | -50.6% |
| YTD | -62.4% | +9.3% | -71.7% | -62.0% |
| 1Y | -62.7% | +23.0% | -85.8% | -63.6% |
| 3Y | +1,266.7% | +52.1% | +1,214.6% | +1,150.4% |
| 5Y | +0.2% | +88.9% | -88.7% | -8.8% |
| All | -3.1% | +79.4% | -82.5% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling