+13.0%
QBTS vs SIMO
+338.2%
-325.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.3% |
| 7D | +13.7% | -8.5% | +22.1% | +17.4% |
| 30D | -21.3% | -34.8% | +13.5% | -8.9% |
| 3M | -44.7% | -32.8% | -11.9% | -38.1% |
| 6M | -49.2% | -32.0% | -17.1% | -44.9% |
| YTD | -56.1% | +87.0% | -143.2% | -70.4% |
| 1Y | -61.1% | +86.1% | -147.2% | -73.5% |
| 3Y | +1,511.0% | +226.4% | +1,284.5% | +799.1% |
| 5Y | +16.6% | +172.1% | -155.6% | -34.3% |
| All | +13.0% | +338.2% | -325.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling