+68.7%
QBTS vs VIG
+92.3%
-23.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +3.8% | -1.2% | +5.0% | +5.5% |
| 30D | -15.2% | -2.8% | -12.4% | -11.8% |
| 3M | -27.2% | +2.5% | -29.7% | -29.3% |
| 6M | -10.1% | +8.1% | -18.2% | -17.3% |
| YTD | -34.5% | +9.6% | -44.1% | -40.3% |
| 1Y | +6.0% | +14.2% | -8.1% | -6.6% |
| 3Y | +1,779.3% | +56.1% | +1,723.1% | +1,258.6% |
| 5Y | +75.4% | +62.8% | +12.6% | +30.5% |
| All | +68.7% | +92.3% | -23.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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