+64.1%
QBTS vs TENB
-14.1%
+78.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -1.6% |
| 7D | -1.0% | -7.1% | +6.2% | +0.7% |
| 30D | -17.6% | -15.4% | -2.3% | -14.9% |
| 3M | -28.3% | +19.5% | -47.9% | -31.7% |
| 6M | -11.2% | +54.8% | -66.0% | -20.3% |
| YTD | -36.3% | +36.1% | -72.4% | -41.6% |
| 1Y | +3.9% | +7.0% | -3.1% | -0.4% |
| 3Y | +1,728.8% | -27.6% | +1,756.3% | +1,753.1% |
| 5Y | +70.9% | -30.5% | +101.3% | +74.1% |
| All | +64.1% | -14.1% | +78.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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