+0.2%
QBTS vs TECK
+131.7%
-131.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.9% | -3.7% | -5.8% |
| 7D | +8.7% | +2.1% | +6.6% | +8.1% |
| 30D | -26.5% | -8.9% | -17.6% | -22.8% |
| 3M | -52.6% | -7.1% | -45.5% | -50.7% |
| 6M | -56.0% | -7.0% | -49.0% | -54.0% |
| YTD | -62.4% | +28.3% | -90.7% | -65.1% |
| 1Y | -62.7% | +40.6% | -103.3% | -66.5% |
| 3Y | +1,266.7% | +78.2% | +1,188.5% | +1,043.3% |
| 5Y | +0.2% | +129.5% | -129.3% | -14.3% |
| All | +0.2% | +131.7% | -131.5% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling