+63.3%
QBTS vs TAP
+1.1%
+62.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.7% |
| 30D | -22.5% | -2.1% | -20.3% | -22.7% |
| 3M | -40.0% | +6.6% | -46.6% | -39.2% |
| 6M | -12.3% | -11.5% | -0.8% | -12.9% |
| YTD | -36.6% | -10.3% | -26.3% | -36.8% |
| 1Y | +8.4% | -14.4% | +22.8% | +7.8% |
| 3Y | +1,380.4% | -28.3% | +1,408.6% | +1,348.8% |
| 5Y | +69.7% | +1.7% | +68.0% | +68.7% |
| All | +63.3% | +1.1% | +62.3% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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