-5.8%
QBTS vs SITM
+319.4%
-325.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.1% |
| 7D | -10.5% | +6.6% | -17.1% | -12.2% |
| 30D | -20.5% | -15.3% | -5.2% | -16.4% |
| 3M | -54.3% | -35.4% | -18.9% | -48.2% |
| 6M | -55.4% | -46.8% | -8.6% | -47.4% |
| YTD | -63.4% | +25.9% | -89.3% | -67.9% |
| 1Y | -59.1% | +54.0% | -113.1% | -66.1% |
| 3Y | +1,216.8% | +315.6% | +901.2% | +749.3% |
| 5Y | -2.6% | +74.4% | -77.1% | -36.6% |
| All | -5.8% | +319.4% | -325.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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