+70.2%
QBTS vs SIMO
+269.6%
-199.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -4.8% |
| 7D | -2.4% | +4.2% | -6.6% | -4.2% |
| 30D | -22.5% | +4.1% | -26.6% | -25.1% |
| 3M | -40.0% | -12.9% | -27.1% | -39.0% |
| 6M | -12.3% | +110.3% | -122.7% | -42.1% |
| YTD | -36.6% | +178.6% | -215.2% | -64.8% |
| 1Y | +8.4% | +220.0% | -211.6% | -43.3% |
| 3Y | +1,380.4% | +409.0% | +971.3% | +548.5% |
| All | +70.2% | +269.6% | -199.3% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling