+65.5%
QBTS vs SHAK
-26.5%
+92.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.2% |
| 7D | +1.3% | -8.3% | +9.6% | +3.1% |
| 30D | -19.0% | -12.6% | -6.4% | -16.7% |
| 3M | -29.5% | +9.1% | -38.6% | -30.9% |
| 6M | -11.2% | -31.2% | +20.1% | -5.4% |
| YTD | -35.8% | -21.6% | -14.2% | -33.2% |
| 1Y | +1.7% | -38.8% | +40.5% | +10.5% |
| 3Y | +1,470.1% | +0.6% | +1,469.5% | +1,559.9% |
| 5Y | +72.3% | -22.5% | +94.8% | +86.4% |
| All | +65.5% | -26.5% | +92.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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