+1,055.8%
QBTS vs VCIT
+19.8%
+1,036.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.2% | -13.0% | -13.4% |
| 7D | -21.7% | +0.5% | -22.2% | -22.7% |
| 30D | -42.7% | +2.1% | -44.8% | -46.0% |
| 3M | -57.7% | -1.6% | -56.1% | -55.7% |
| 6M | -58.0% | -1.6% | -56.4% | -55.6% |
| YTD | -65.4% | -1.5% | -63.9% | -63.3% |
| 1Y | -70.8% | -0.4% | -70.4% | -69.7% |
| All | +1,055.8% | +19.8% | +1,036.0% | +502.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling