+1,470.1%
QBTS vs TROW
+11.3%
+1,458.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.3% |
| 7D | +1.3% | -3.2% | +4.5% | +5.4% |
| 30D | -19.0% | -4.6% | -14.4% | -14.2% |
| 3M | -29.5% | -0.7% | -28.8% | -29.7% |
| 6M | -11.2% | +22.2% | -33.4% | -30.6% |
| YTD | -35.8% | +6.6% | -42.4% | -40.6% |
| 1Y | +1.7% | +5.8% | -4.1% | -3.4% |
| 3Y | +1,470.1% | +11.6% | +1,458.5% | +962.6% |
| All | +1,470.1% | +11.3% | +1,458.8% | +962.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling