+4.9%
QBTS vs ROIV
+323.6%
-318.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +2.6% | +9.5% | -6.9% | +0.3% |
| 30D | -22.5% | +21.0% | -43.5% | -26.4% |
| 3M | -47.4% | +18.7% | -66.1% | -50.0% |
| 6M | -55.7% | +44.5% | -100.2% | -60.3% |
| YTD | -59.3% | +92.9% | -152.1% | -66.0% |
| 1Y | -63.3% | +100.2% | -163.5% | -69.6% |
| 3Y | +1,379.2% | +375.0% | +1,004.1% | +948.0% |
| 5Y | +8.3% | +435.2% | -426.8% | -26.1% |
| All | +4.9% | +323.6% | -318.7% | -26.4% |
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