+65.5%
QBTS vs VIAV
+188.7%
-123.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.6% |
| 7D | +1.3% | +11.2% | -9.8% | -3.1% |
| 30D | -19.0% | -10.1% | -8.9% | -15.8% |
| 3M | -29.5% | -22.9% | -6.6% | -23.3% |
| 6M | -11.2% | +28.8% | -39.9% | -23.5% |
| YTD | -35.8% | +117.5% | -153.2% | -58.2% |
| 1Y | +1.7% | +216.1% | -214.4% | -45.2% |
| 3Y | +1,470.1% | +292.2% | +1,177.9% | +623.8% |
| 5Y | +72.3% | +141.0% | -68.7% | -19.6% |
| All | +65.5% | +188.7% | -123.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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