-5.8%
QBTS vs RUN
-85.0%
+79.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | -10.5% | -13.5% | +3.0% | -7.7% |
| 30D | -20.5% | +18.3% | -38.8% | -23.9% |
| 3M | -54.3% | -12.5% | -41.8% | -53.3% |
| 6M | -55.4% | -40.3% | -15.1% | -50.7% |
| YTD | -63.4% | -53.1% | -10.3% | -58.6% |
| 1Y | -59.1% | -54.3% | -4.9% | -53.4% |
| 3Y | +1,216.8% | -6.5% | +1,223.3% | +993.7% |
| 5Y | -2.6% | -85.3% | +82.6% | -7.2% |
| All | -5.8% | -85.0% | +79.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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