+1,329.3%
QBTS vs SIMO
+418.6%
+910.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -5.6% |
| 7D | -2.4% | +4.2% | -6.6% | -4.7% |
| 30D | -22.5% | +4.1% | -26.6% | -25.8% |
| 3M | -40.0% | -12.9% | -27.1% | -39.0% |
| 6M | -12.3% | +110.3% | -122.7% | -52.7% |
| YTD | -36.6% | +178.6% | -215.2% | -75.2% |
| 1Y | +8.4% | +220.0% | -211.6% | -62.8% |
| All | +1,329.3% | +418.6% | +910.8% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling