-5.8%
QBTS vs VCIT
+2.4%
-8.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.6% |
| 7D | -10.5% | -1.4% | -9.1% | -8.5% |
| 30D | -20.5% | +0.6% | -21.1% | -21.1% |
| 3M | -54.3% | -2.2% | -52.0% | -52.7% |
| 6M | -55.4% | -2.3% | -53.1% | -53.6% |
| YTD | -63.4% | -2.2% | -61.3% | -61.9% |
| 1Y | -59.1% | -1.4% | -57.8% | -57.8% |
| 3Y | +1,216.8% | +18.7% | +1,198.1% | +1,034.7% |
| 5Y | -2.6% | +3.6% | -6.2% | -8.5% |
| All | -5.8% | +2.4% | -8.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling