+65.5%
QBTS vs VICR
+138.5%
-73.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -2.6% |
| 7D | +1.3% | +5.0% | -3.6% | -0.4% |
| 30D | -19.0% | -12.5% | -6.5% | -16.1% |
| 3M | -29.5% | -33.6% | +4.1% | -21.6% |
| 6M | -11.2% | +10.7% | -21.8% | -17.8% |
| YTD | -35.8% | +80.6% | -116.3% | -49.1% |
| 1Y | +1.7% | +288.4% | -286.7% | -37.6% |
| 3Y | +1,470.1% | +213.8% | +1,256.3% | +866.1% |
| 5Y | +72.3% | +58.8% | +13.5% | +2.6% |
| All | +65.5% | +138.5% | -73.0% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling