-5.8%
QBTS vs TE
-80.9%
+75.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.0% |
| 7D | -10.5% | -19.1% | +8.6% | -5.3% |
| 30D | -20.5% | -34.1% | +13.6% | -11.5% |
| 3M | -54.3% | -60.1% | +5.9% | -42.3% |
| 6M | -55.4% | -66.0% | +10.5% | -44.4% |
| YTD | -63.4% | -71.4% | +8.0% | -53.9% |
| 1Y | -59.1% | -45.3% | -13.9% | -56.4% |
| 3Y | +1,216.8% | +9.1% | +1,207.7% | +936.8% |
| 5Y | -2.6% | -82.6% | +79.9% | -10.6% |
| All | -5.8% | -80.9% | +75.1% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling