+68.7%
QBTS vs SIMO
+607.4%
-538.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.9% |
| 7D | +3.8% | +14.5% | -10.7% | -1.3% |
| 30D | -15.2% | +20.4% | -35.6% | -21.3% |
| 3M | -27.2% | +7.1% | -34.3% | -31.7% |
| 6M | -10.1% | +129.2% | -139.3% | -39.6% |
| YTD | -34.5% | +201.9% | -236.5% | -62.0% |
| 1Y | +6.0% | +235.5% | -229.5% | -40.6% |
| 3Y | +1,779.3% | +463.8% | +1,315.4% | +792.7% |
| 5Y | +75.4% | +306.7% | -231.3% | -14.7% |
| All | +68.7% | +607.4% | -538.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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