+63.3%
QBTS vs TECK
+310.6%
-247.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -22.5% | +4.6% | -27.1% | -23.7% |
| 3M | -40.0% | +2.8% | -42.9% | -40.5% |
| 6M | -12.3% | +24.9% | -37.2% | -18.0% |
| YTD | -36.6% | +44.7% | -81.3% | -43.0% |
| 1Y | +8.4% | +112.0% | -103.5% | -12.3% |
| 3Y | +1,380.4% | +67.6% | +1,312.8% | +1,157.1% |
| 5Y | +69.7% | +200.3% | -130.6% | +41.7% |
| All | +63.3% | +310.6% | -247.3% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling