+70.9%
QBTS vs SITM
+176.0%
-105.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.4% |
| 7D | -1.0% | +4.8% | -5.8% | -2.7% |
| 30D | -17.6% | -9.7% | -7.9% | -15.1% |
| 3M | -28.3% | -9.3% | -19.0% | -27.8% |
| 6M | -11.2% | +69.5% | -80.7% | -28.7% |
| YTD | -36.3% | +70.5% | -106.8% | -50.7% |
| 1Y | +3.9% | +145.3% | -141.4% | -29.7% |
| 3Y | +1,728.8% | +432.8% | +1,296.0% | +884.3% |
| 5Y | +70.9% | +174.0% | -103.1% | -8.3% |
| All | +70.9% | +176.0% | -105.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling