+1,216.8%
QBTS vs SPYG
+91.6%
+1,125.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -0.8% |
| 7D | -10.5% | +2.3% | -12.8% | -14.8% |
| 30D | -20.5% | -6.5% | -14.1% | -6.3% |
| 3M | -54.3% | -6.8% | -47.4% | -45.0% |
| 6M | -55.4% | -3.1% | -52.3% | -49.1% |
| YTD | -63.4% | +8.0% | -71.4% | -65.9% |
| 1Y | -59.1% | +10.2% | -69.4% | -62.8% |
| 3Y | +1,216.8% | +91.0% | +1,125.8% | +444.3% |
| All | +1,216.8% | +91.6% | +1,125.2% | +444.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling