+70.9%
QBTS vs TROW
-38.9%
+109.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -1.0% | -3.0% | +2.1% | +1.3% |
| 30D | -17.6% | -5.5% | -12.2% | -14.3% |
| 3M | -28.3% | +2.3% | -30.6% | -29.6% |
| 6M | -11.2% | +23.9% | -35.1% | -23.2% |
| YTD | -36.3% | +7.9% | -44.2% | -39.0% |
| 1Y | +3.9% | +6.1% | -2.3% | +1.7% |
| 3Y | +1,728.8% | +13.8% | +1,714.9% | +1,600.7% |
| 5Y | +70.9% | -38.2% | +109.1% | +63.1% |
| All | +70.9% | -38.9% | +109.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling