+74.1%
QBTS vs VICR
+132.9%
-58.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.0% | +5.8% |
| 7D | +6.8% | +9.8% | -3.0% | +3.7% |
| 30D | -14.9% | -12.6% | -2.3% | -11.7% |
| 3M | -31.6% | -29.7% | -1.9% | -25.2% |
| 6M | -4.9% | +18.8% | -23.8% | -13.7% |
| YTD | -32.4% | +76.4% | -108.8% | -46.0% |
| 1Y | +14.6% | +282.4% | -267.8% | -29.2% |
| 3Y | +1,839.6% | +206.2% | +1,633.5% | +1,104.9% |
| 5Y | +81.2% | +53.9% | +27.3% | +8.9% |
| All | +74.1% | +132.9% | -58.9% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling