+75.4%
QBTS vs RIO
+101.7%
-26.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +3.8% | +1.0% | +2.9% | +3.3% |
| 30D | -15.2% | +4.0% | -19.2% | -16.7% |
| 3M | -27.2% | +4.5% | -31.7% | -28.7% |
| 6M | -10.1% | +17.3% | -27.4% | -15.2% |
| YTD | -34.5% | +36.2% | -70.7% | -41.2% |
| 1Y | +6.0% | +76.1% | -70.1% | -12.7% |
| 3Y | +1,779.3% | +102.5% | +1,676.7% | +1,370.4% |
| 5Y | +75.4% | +103.5% | -28.1% | +39.1% |
| All | +75.4% | +101.7% | -26.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling