+1.7%
QBTS vs VICR
+293.8%
-292.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -2.7% |
| 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% | -22.0% |
| 6M | -11.2% | +10.7% | -21.8% | -17.2% |
| YTD | -35.8% | +80.6% | -116.3% | -44.1% |
| 1Y | +1.7% | +288.4% | -286.7% | -3.4% |
| All | +1.7% | +293.8% | -292.1% | -3.4% |
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