+68.7%
QBTS vs SPY
+126.0%
-57.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +3.8% | -0.4% | +4.2% | +4.4% |
| 30D | -15.2% | -1.4% | -13.8% | -13.2% |
| 3M | -27.2% | +3.7% | -30.9% | -30.0% |
| 6M | -10.1% | +13.0% | -23.1% | -21.3% |
| YTD | -34.5% | +12.4% | -46.9% | -41.8% |
| 1Y | +6.0% | +18.5% | -12.5% | -10.2% |
| 3Y | +1,779.3% | +77.6% | +1,701.6% | +1,076.8% |
| 5Y | +75.4% | +81.7% | -6.3% | +10.5% |
| All | +68.7% | +126.0% | -57.3% | +3.0% |
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