+13.0%
QBTS vs ROIV
+311.7%
-298.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +6.0% |
| 7D | +13.7% | +13.3% | +0.4% | +10.0% |
| 30D | -21.3% | +14.8% | -36.0% | -24.1% |
| 3M | -44.7% | +11.9% | -56.7% | -46.6% |
| 6M | -49.2% | +42.4% | -91.6% | -54.3% |
| YTD | -56.1% | +87.4% | -143.6% | -63.1% |
| 1Y | -61.1% | +97.2% | -158.4% | -67.6% |
| 3Y | +1,511.0% | +375.7% | +1,135.3% | +1,047.4% |
| 5Y | +16.6% | +379.0% | -362.5% | -19.7% |
| All | +13.0% | +311.7% | -298.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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