-2.9%
QBTS vs TPR
+230.3%
-233.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -10.5% | -0.3% | -10.2% | -10.3% |
| 30D | -20.5% | +15.1% | -35.6% | -26.0% |
| 3M | -54.3% | +3.5% | -57.8% | -55.6% |
| 6M | -55.4% | +0.4% | -55.9% | -56.8% |
| YTD | -63.4% | +4.6% | -68.0% | -65.3% |
| 1Y | -59.1% | +33.1% | -92.2% | -65.2% |
| 3Y | +1,216.8% | +396.0% | +820.8% | +669.8% |
| All | -2.9% | +230.3% | -233.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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