+74.9%
QBTS vs VG
-46.6%
+121.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.1% |
| 7D | +2.6% | +5.5% | -2.9% | +2.1% |
| 30D | -22.5% | -3.6% | -18.9% | -22.3% |
| 3M | -47.4% | -4.0% | -43.4% | -47.3% |
| 6M | -55.7% | +9.4% | -65.1% | -57.7% |
| YTD | -59.3% | +86.6% | -145.9% | -68.3% |
| 1Y | -63.3% | +69.5% | -132.8% | -70.7% |
| All | +74.9% | -46.6% | +121.5% | +51.2% |
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