-65.1%
QBTS vs SPYG
+10.8%
-75.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -3.7% |
| 7D | -11.8% | -2.8% | -9.0% | -3.8% |
| 30D | -33.6% | -6.2% | -27.5% | -18.8% |
| 3M | -52.5% | -3.6% | -48.9% | -46.3% |
| 6M | -50.4% | +4.8% | -55.1% | -55.1% |
| YTD | -60.3% | +11.0% | -71.3% | -68.8% |
| 1Y | -65.1% | +11.2% | -76.3% | -72.4% |
| All | -65.1% | +10.8% | -75.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling