+74.1%
QBTS vs SPYG
+137.9%
-63.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.2% |
| 7D | +6.8% | +1.2% | +5.6% | +5.2% |
| 30D | -14.9% | -1.6% | -13.3% | -12.9% |
| 3M | -31.6% | +3.4% | -34.9% | -33.1% |
| 6M | -4.9% | +18.9% | -23.8% | -18.9% |
| YTD | -32.4% | +13.8% | -46.2% | -39.0% |
| 1Y | +14.6% | +20.6% | -6.0% | -0.8% |
| 3Y | +1,839.6% | +100.5% | +1,739.1% | +1,137.8% |
| 5Y | +81.2% | +84.6% | -3.4% | +15.0% |
| All | +74.1% | +137.9% | -63.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling