+8.4%
QBTS vs TECK
+108.8%
-100.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | -22.5% | +4.6% | -27.1% | -25.2% |
| 3M | -40.0% | +2.8% | -42.9% | -41.4% |
| 6M | -12.3% | +24.9% | -37.2% | -25.6% |
| YTD | -36.6% | +44.7% | -81.3% | -49.6% |
| 1Y | +8.4% | +112.0% | -103.5% | -5.0% |
| All | +8.4% | +108.8% | -100.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling