+1,500.0%
QBTS vs VIAV
+297.4%
+1,202.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | +3.8% | +13.6% | -9.7% | -2.2% |
| 30D | -15.2% | +5.3% | -20.5% | -17.9% |
| 3M | -27.2% | -15.6% | -11.6% | -23.5% |
| 6M | -10.1% | +34.0% | -44.1% | -26.5% |
| YTD | -34.5% | +119.9% | -154.4% | -62.2% |
| 1Y | +6.0% | +235.2% | -229.2% | -54.6% |
| All | +1,500.0% | +297.4% | +1,202.6% | +348.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling