+1,500.0%
QBTS vs TWLO
+246.1%
+1,253.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.5% |
| 30D | -15.2% | -9.1% | -6.1% | -11.8% |
| 3M | -27.2% | +11.0% | -38.2% | -32.1% |
| 6M | -10.1% | +79.4% | -89.5% | -38.2% |
| YTD | -34.5% | +59.7% | -94.3% | -52.5% |
| 1Y | +6.0% | +112.3% | -106.3% | -35.2% |
| All | +1,500.0% | +246.1% | +1,253.9% | +438.7% |
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