+75.6%
QBTS vs SPYG
+84.1%
-8.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.3% |
| 30D | -15.2% | -1.7% | -13.5% | -13.0% |
| 3M | -27.2% | +3.6% | -30.9% | -29.3% |
| 6M | -10.1% | +16.6% | -26.7% | -22.4% |
| YTD | -34.5% | +13.4% | -47.9% | -41.1% |
| 1Y | +6.0% | +19.6% | -13.6% | -8.4% |
| 3Y | +1,779.3% | +99.8% | +1,679.5% | +1,058.6% |
| All | +75.6% | +84.1% | -8.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling