+6.1%
QBTS vs S
-49.1%
+55.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.5% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -28.1% | -10.8% | -17.3% | -25.3% |
| 3M | -48.1% | +5.4% | -53.5% | -49.2% |
| 6M | -53.6% | +41.2% | -94.8% | -58.5% |
| YTD | -59.9% | +56.2% | -116.1% | -65.5% |
| 1Y | -64.3% | +36.3% | -100.6% | -68.0% |
| 3Y | +1,355.6% | +49.4% | +1,306.1% | +1,232.0% |
| 5Y | +6.6% | -66.9% | +73.5% | -1.9% |
| All | +6.1% | -49.1% | +55.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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