+172.2%
QBTS vs VG
-39.3%
+211.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | -22.5% | +16.0% | -38.5% | -24.0% |
| 3M | -40.0% | +9.7% | -49.7% | -41.4% |
| 6M | -12.3% | +29.6% | -41.9% | -21.6% |
| YTD | -36.6% | +112.0% | -148.6% | -51.2% |
| 1Y | +8.4% | +12.8% | -4.4% | -3.3% |
| All | +172.2% | -39.3% | +211.6% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling