+63.3%
QBTS vs SPY
+128.3%
-64.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -22.5% | +0.1% | -22.5% | -22.3% |
| 3M | -40.0% | +2.0% | -42.0% | -40.6% |
| 6M | -12.3% | +13.0% | -25.3% | -23.3% |
| YTD | -36.6% | +13.5% | -50.1% | -44.4% |
| 1Y | +8.4% | +20.0% | -11.5% | -9.7% |
| 3Y | +1,380.4% | +77.2% | +1,303.2% | +818.5% |
| 5Y | +69.7% | +81.9% | -12.2% | +5.5% |
| All | +63.3% | +128.3% | -64.9% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling