+16.6%
QBTS vs SPY
+71.5%
-54.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +3.4% |
| 7D | +13.7% | +0.1% | +13.6% | +14.4% |
| 30D | -21.3% | -3.3% | -18.0% | -15.6% |
| 3M | -44.7% | -2.4% | -42.3% | -41.4% |
| 6M | -49.2% | +2.6% | -51.7% | -49.0% |
| YTD | -56.1% | +11.2% | -67.4% | -60.1% |
| 1Y | -61.1% | +13.4% | -74.5% | -65.3% |
| 3Y | +1,511.0% | +79.9% | +1,431.1% | +876.6% |
| 5Y | +16.6% | +72.2% | -55.6% | -27.9% |
| All | +16.6% | +71.5% | -54.9% | -27.9% |
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