+75.6%
QBTS vs TECK
+199.3%
-123.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.1% |
| 7D | +3.8% | +4.9% | -1.1% | +1.8% |
| 30D | -15.2% | +5.2% | -20.4% | -16.9% |
| 3M | -27.2% | +13.8% | -41.0% | -31.1% |
| 6M | -10.1% | +38.5% | -48.6% | -20.0% |
| YTD | -34.5% | +47.3% | -81.9% | -42.9% |
| 1Y | +6.0% | +81.0% | -75.0% | -13.7% |
| 3Y | +1,779.3% | +79.9% | +1,699.4% | +1,419.5% |
| All | +75.6% | +199.3% | -123.7% | +41.1% |
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