+1,839.6%
QBTS vs RIO
+104.4%
+1,735.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.1% |
| 7D | +6.8% | +1.9% | +4.9% | +5.3% |
| 30D | -14.9% | +5.0% | -19.8% | -17.9% |
| 3M | -31.6% | +5.1% | -36.7% | -34.2% |
| 6M | -4.9% | +17.6% | -22.6% | -13.8% |
| YTD | -32.4% | +36.3% | -68.7% | -43.4% |
| 1Y | +14.6% | +71.2% | -56.6% | -15.3% |
| 3Y | +1,839.6% | +102.7% | +1,736.9% | +1,030.8% |
| All | +1,839.6% | +104.4% | +1,735.2% | +1,030.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling