+1,216.8%
QBTS vs TWLO
+261.1%
+955.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -10.5% | +4.5% | -15.0% | -12.3% |
| 30D | -20.5% | -22.1% | +1.6% | -11.5% |
| 3M | -54.3% | -15.3% | -38.9% | -51.5% |
| 6M | -55.4% | +9.7% | -65.1% | -59.3% |
| YTD | -63.4% | +48.5% | -111.9% | -72.5% |
| 1Y | -59.1% | +70.3% | -129.5% | -71.5% |
| 3Y | +1,216.8% | +261.4% | +955.4% | +331.5% |
| All | +1,216.8% | +261.1% | +955.7% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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