-65.1%
QBTS vs VICR
+76.0%
-141.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.1% | +11.2% | +4.3% |
| 7D | -11.8% | -26.6% | +14.8% | -1.0% |
| 30D | -33.6% | -47.9% | +14.3% | -15.9% |
| 3M | -52.5% | -29.8% | -22.7% | -48.1% |
| 6M | -50.4% | -36.6% | -13.8% | -47.4% |
| YTD | -60.3% | +45.1% | -105.4% | -80.5% |
| 1Y | -65.1% | +80.0% | -145.1% | -86.4% |
| All | -65.1% | +76.0% | -141.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling