+65.5%
QBTS vs SITM
+499.7%
-434.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.8% |
| 7D | +1.3% | +3.9% | -2.5% | +0.1% |
| 30D | -19.0% | -6.6% | -12.4% | -17.6% |
| 3M | -29.5% | -11.9% | -17.6% | -28.4% |
| 6M | -11.2% | +81.1% | -92.3% | -27.8% |
| YTD | -35.8% | +80.0% | -115.7% | -49.2% |
| 1Y | +1.7% | +145.8% | -144.1% | -27.1% |
| 3Y | +1,470.1% | +475.9% | +994.2% | +818.1% |
| 5Y | +72.3% | +189.2% | -116.9% | +1.0% |
| All | +65.5% | +499.7% | -434.2% | -5.2% |
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