+1,457.0%
QBTS vs VICR
+178.2%
+1,278.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -17.6% | -15.6% | -2.1% | -12.1% |
| 3M | -28.3% | -35.4% | +7.0% | -16.3% |
| 6M | -11.2% | +1.3% | -12.5% | -19.8% |
| YTD | -36.3% | +62.5% | -98.7% | -55.0% |
| 1Y | +3.9% | +255.5% | -251.6% | -53.1% |
| All | +1,457.0% | +178.2% | +1,278.8% | +570.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling