-2.9%
QBTS vs TGT
-27.7%
+24.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | -10.5% | +2.6% | -13.1% | -11.0% |
| 30D | -20.5% | +4.7% | -25.2% | -21.5% |
| 3M | -54.3% | +4.6% | -58.8% | -54.9% |
| 6M | -55.4% | +34.9% | -90.3% | -59.2% |
| YTD | -63.4% | +70.9% | -134.4% | -68.5% |
| 1Y | -59.1% | +84.4% | -143.5% | -65.7% |
| 3Y | +1,216.8% | +69.1% | +1,147.7% | +1,028.5% |
| All | -2.9% | -27.7% | +24.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling