+64.1%
QBTS vs TECK
+291.6%
-227.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -0.4% |
| 7D | -1.0% | -4.2% | +3.3% | +0.7% |
| 30D | -17.6% | -0.4% | -17.3% | -17.5% |
| 3M | -28.3% | +10.1% | -38.5% | -30.7% |
| 6M | -11.2% | +26.0% | -37.2% | -16.8% |
| YTD | -36.3% | +38.0% | -74.3% | -41.7% |
| 1Y | +3.9% | +63.8% | -59.9% | -9.5% |
| 3Y | +1,728.8% | +68.5% | +1,660.2% | +1,472.7% |
| 5Y | +70.9% | +179.2% | -108.3% | +45.3% |
| All | +64.1% | +291.6% | -227.5% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling