+1,551.4%
QBTS vs TECK
+79.6%
+1,471.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +3.7% |
| 7D | +6.8% | +7.8% | -0.9% | +1.6% |
| 30D | -14.9% | +8.3% | -23.2% | -19.4% |
| 3M | -31.6% | +16.1% | -47.7% | -38.4% |
| 6M | -4.9% | +42.9% | -47.8% | -23.9% |
| YTD | -32.4% | +50.8% | -83.2% | -47.7% |
| 1Y | +14.6% | +106.1% | -91.5% | -27.2% |
| All | +1,551.4% | +79.6% | +1,471.8% | +1,017.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling