+64.1%
QBTS vs TE
-54.2%
+118.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -1.0% |
| 7D | -1.0% | +0.9% | -1.8% | -1.2% |
| 30D | -17.6% | -16.3% | -1.4% | -14.2% |
| 3M | -28.3% | -40.8% | +12.4% | -19.6% |
| 6M | -11.2% | -42.6% | +31.4% | -5.2% |
| YTD | -36.3% | -31.4% | -4.9% | -35.7% |
| 1Y | +3.9% | +144.9% | -141.1% | -26.7% |
| 3Y | +1,728.8% | -26.0% | +1,754.8% | +1,215.2% |
| 5Y | +70.9% | -48.5% | +119.4% | +24.0% |
| All | +64.1% | -54.2% | +118.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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