-65.1%
QBTS vs TROW
+17.3%
-82.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.9% | -7.7% |
| 7D | -11.8% | +8.2% | -20.1% | -21.1% |
| 30D | -33.6% | +8.3% | -41.9% | -40.6% |
| 3M | -52.5% | -1.6% | -50.9% | -51.3% |
| 6M | -50.4% | +11.9% | -62.3% | -59.4% |
| YTD | -60.3% | +14.3% | -74.6% | -70.2% |
| 1Y | -65.1% | +17.0% | -82.1% | -74.7% |
| All | -65.1% | +17.3% | -82.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling