+68.7%
QBTS vs RMBS
+403.4%
-334.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | +3.8% | +3.5% | +0.4% | +2.3% |
| 30D | -15.2% | -8.6% | -6.6% | -11.8% |
| 3M | -27.2% | -40.3% | +13.1% | -10.0% |
| 6M | -10.1% | -1.0% | -9.1% | -11.7% |
| YTD | -34.5% | -4.6% | -29.9% | -35.5% |
| 1Y | +6.0% | +17.6% | -11.6% | -3.0% |
| 3Y | +1,779.3% | +58.6% | +1,720.6% | +1,401.9% |
| 5Y | +75.4% | +270.9% | -195.5% | +44.5% |
| All | +68.7% | +403.4% | -334.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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