+3.3%
QBTS vs SPY
+122.8%
-119.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -8.1% |
| 7D | +1.1% | -0.6% | +1.6% | +2.8% |
| 30D | -28.1% | -3.7% | -24.4% | -22.8% |
| 3M | -48.1% | -2.7% | -45.3% | -44.9% |
| 6M | -53.6% | +2.2% | -55.7% | -53.1% |
| YTD | -59.9% | +10.8% | -70.8% | -63.0% |
| 1Y | -64.3% | +11.2% | -75.6% | -66.9% |
| 3Y | +1,355.6% | +76.5% | +1,279.1% | +841.3% |
| 5Y | +6.6% | +72.9% | -66.3% | -29.9% |
| All | +3.3% | +122.8% | -119.6% | -34.6% |
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