+57.0%
QBTS vs VG
-44.6%
+101.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -10.5% | +14.0% | -24.5% | -11.7% |
| 30D | -20.5% | -1.0% | -19.6% | -20.6% |
| 3M | -54.3% | -2.7% | -51.6% | -54.3% |
| 6M | -55.4% | +1.5% | -56.9% | -56.6% |
| YTD | -63.4% | +93.7% | -157.1% | -71.7% |
| 1Y | -59.1% | +68.5% | -127.7% | -67.1% |
| All | +57.0% | -44.6% | +101.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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