+74.1%
QBTS vs TWLO
-32.2%
+106.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +7.6% |
| 7D | +6.8% | -1.2% | +8.0% | +7.1% |
| 30D | -14.9% | -6.4% | -8.5% | -13.3% |
| 3M | -31.6% | +6.3% | -37.9% | -33.8% |
| 6M | -4.9% | +76.4% | -81.4% | -24.7% |
| YTD | -32.4% | +58.8% | -91.2% | -44.7% |
| 1Y | +14.6% | +107.1% | -92.5% | -14.7% |
| 3Y | +1,839.6% | +245.0% | +1,594.7% | +1,114.3% |
| 5Y | +81.2% | -36.0% | +117.2% | +16.0% |
| All | +74.1% | -32.2% | +106.3% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling