+1,366.9%
QBTS vs VIG
+67.2%
+1,299.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | -0.5% |
| 7D | +2.6% | -0.3% | +2.9% | +4.3% |
| 30D | -22.5% | +4.9% | -27.4% | -32.1% |
| 3M | -47.4% | +2.9% | -50.3% | -51.4% |
| 6M | -55.7% | +11.2% | -66.9% | -66.5% |
| YTD | -59.3% | +16.0% | -75.3% | -71.8% |
| 1Y | -63.3% | +17.0% | -80.2% | -74.9% |
| All | +1,366.9% | +67.2% | +1,299.7% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling