-5.8%
QBTS vs SPY
+124.1%
-130.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.3% |
| 7D | -10.5% | +2.6% | -13.1% | -13.8% |
| 30D | -20.5% | -2.0% | -18.6% | -17.0% |
| 3M | -54.3% | -2.8% | -51.5% | -51.4% |
| 6M | -55.4% | +2.1% | -57.5% | -54.9% |
| YTD | -63.4% | +11.5% | -74.9% | -66.5% |
| 1Y | -59.1% | +13.5% | -72.6% | -63.2% |
| 3Y | +1,216.8% | +77.7% | +1,139.1% | +743.7% |
| 5Y | -2.6% | +72.6% | -75.3% | -36.4% |
| All | -5.8% | +124.1% | -130.0% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling