+72.0%
QBTS vs TWLO
-33.6%
+105.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.4% |
| 7D | +1.3% | -2.4% | +3.7% | +2.1% |
| 30D | -19.0% | -7.8% | -11.2% | -16.8% |
| 3M | -29.5% | +10.0% | -39.5% | -32.9% |
| 6M | -11.2% | +79.5% | -90.6% | -31.8% |
| YTD | -35.8% | +59.8% | -95.6% | -48.7% |
| 1Y | +1.7% | +121.7% | -120.0% | -28.5% |
| 3Y | +1,470.1% | +240.8% | +1,229.3% | +827.7% |
| All | +72.0% | -33.6% | +105.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling