-65.1%
QBTS vs SPY
+14.6%
-79.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -6.9% |
| 7D | -11.8% | -0.7% | -11.1% | -8.9% |
| 30D | -33.6% | -1.0% | -32.6% | -30.0% |
| 3M | -52.5% | -0.3% | -52.1% | -51.1% |
| 6M | -50.4% | +7.3% | -57.7% | -61.1% |
| YTD | -60.3% | +13.3% | -73.6% | -74.1% |
| 1Y | -65.1% | +14.8% | -79.9% | -78.4% |
| All | -65.1% | +14.6% | -79.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling