+73.3%
QBTS vs S
-57.7%
+131.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | -15.2% | -12.6% | -2.7% | -12.2% |
| 3M | -27.2% | +27.6% | -54.8% | -32.8% |
| 6M | -10.1% | +35.5% | -45.6% | -18.9% |
| YTD | -34.5% | +29.6% | -64.1% | -40.3% |
| 1Y | +6.0% | +8.1% | -2.1% | +2.0% |
| 3Y | +1,779.3% | +14.8% | +1,764.5% | +1,742.6% |
| 5Y | +75.4% | -70.6% | +146.0% | +71.0% |
| All | +73.3% | -57.7% | +131.0% | +70.3% |
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