+1,457.0%
QBTS vs TGT
+39.8%
+1,417.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | -1.0% | -5.0% | +4.1% | +1.3% |
| 30D | -17.6% | +3.0% | -20.7% | -19.0% |
| 3M | -28.3% | +22.6% | -51.0% | -35.6% |
| 6M | -11.2% | +31.2% | -42.4% | -22.8% |
| YTD | -36.3% | +63.7% | -100.0% | -50.0% |
| 1Y | +3.9% | +78.5% | -74.6% | -22.5% |
| All | +1,457.0% | +39.8% | +1,417.2% | +947.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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