+72.0%
QBTS vs TXG
-62.8%
+134.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.2% |
| 7D | +1.3% | +9.5% | -8.2% | -1.4% |
| 30D | -19.0% | +18.8% | -37.8% | -23.2% |
| 3M | -29.5% | +136.1% | -165.6% | -45.9% |
| 6M | -11.2% | +235.2% | -246.4% | -38.9% |
| YTD | -35.8% | +320.5% | -356.3% | -58.7% |
| 1Y | +1.7% | +425.2% | -423.5% | -39.3% |
| 3Y | +1,470.1% | +42.9% | +1,427.2% | +1,054.6% |
| All | +72.0% | -62.8% | +134.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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