+81.2%
QBTS vs SPY
+81.8%
-0.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.5% |
| 7D | +6.8% | +0.5% | +6.3% | +5.8% |
| 30D | -14.9% | -0.9% | -13.9% | -13.4% |
| 3M | -31.6% | +3.9% | -35.5% | -34.6% |
| 6M | -4.9% | +14.5% | -19.5% | -19.2% |
| YTD | -32.4% | +12.9% | -45.3% | -40.9% |
| 1Y | +14.6% | +19.4% | -4.8% | -5.2% |
| 3Y | +1,839.6% | +78.5% | +1,761.2% | +1,060.9% |
| 5Y | +81.2% | +81.8% | -0.5% | +9.0% |
| All | +81.2% | +81.8% | -0.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling