+3.3%
QBTS vs SPG
+260.0%
-256.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.3% | -8.9% |
| 7D | +1.1% | +5.6% | -4.5% | -0.8% |
| 30D | -28.1% | +17.6% | -45.7% | -32.3% |
| 3M | -48.1% | +7.5% | -55.6% | -49.5% |
| 6M | -53.6% | +18.5% | -72.1% | -56.9% |
| YTD | -59.9% | +30.9% | -90.9% | -64.4% |
| 1Y | -64.3% | +34.1% | -98.4% | -68.7% |
| 3Y | +1,355.6% | +135.5% | +1,220.0% | +965.8% |
| 5Y | +6.6% | +86.5% | -79.9% | -19.9% |
| All | +3.3% | +260.0% | -256.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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