+68.7%
QBTS vs TROW
-6.3%
+75.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.1% |
| 7D | +3.8% | -1.5% | +5.3% | +4.9% |
| 30D | -15.2% | -5.3% | -9.9% | -12.1% |
| 3M | -27.2% | +2.9% | -30.2% | -28.7% |
| 6M | -10.1% | +22.2% | -32.3% | -20.6% |
| YTD | -34.5% | +8.1% | -42.6% | -37.1% |
| 1Y | +6.0% | +5.8% | +0.2% | +4.2% |
| 3Y | +1,779.3% | +14.0% | +1,765.2% | +1,660.3% |
| 5Y | +75.4% | -38.3% | +113.7% | +70.9% |
| All | +68.7% | -6.3% | +75.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling