+65.5%
QBTS vs SPYG
+136.9%
-71.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.2% |
| 7D | +1.3% | -0.9% | +2.2% | +2.5% |
| 30D | -19.0% | -1.5% | -17.5% | -17.2% |
| 3M | -29.5% | +3.7% | -33.2% | -31.3% |
| 6M | -11.2% | +16.4% | -27.6% | -22.3% |
| YTD | -35.8% | +13.3% | -49.1% | -41.7% |
| 1Y | +1.7% | +17.9% | -16.2% | -9.8% |
| 3Y | +1,470.1% | +98.3% | +1,371.7% | +909.6% |
| 5Y | +72.3% | +86.4% | -14.1% | +9.7% |
| All | +65.5% | +136.9% | -71.4% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling