+8.4%
QBTS vs TTWO
-10.0%
+18.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -2.4% | -8.8% | +6.4% | +5.1% |
| 30D | -22.5% | -8.6% | -13.9% | -17.0% |
| 3M | -40.0% | -0.9% | -39.1% | -40.7% |
| 6M | -12.3% | -0.5% | -11.8% | -15.6% |
| YTD | -36.6% | -16.1% | -20.5% | -29.2% |
| 1Y | +8.4% | -10.8% | +19.2% | +23.9% |
| All | +8.4% | -10.0% | +18.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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