+13.0%
QBTS vs SO
+92.2%
-79.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +8.1% |
| 7D | +13.7% | -1.1% | +14.8% | +13.1% |
| 30D | -21.3% | +8.6% | -29.9% | -17.7% |
| 3M | -44.7% | +1.8% | -46.5% | -44.0% |
| 6M | -49.2% | +3.6% | -52.8% | -47.8% |
| YTD | -56.1% | +9.9% | -66.1% | -53.6% |
| 1Y | -61.1% | +5.7% | -66.8% | -59.4% |
| 3Y | +1,511.0% | +52.5% | +1,458.5% | +1,799.3% |
| 5Y | +16.6% | +77.3% | -60.8% | +36.7% |
| All | +13.0% | +92.2% | -79.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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