+81.2%
QBTS vs VIG
+63.6%
+17.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +7.7% |
| 7D | +6.8% | -0.4% | +7.2% | +7.4% |
| 30D | -14.9% | -2.1% | -12.8% | -12.2% |
| 3M | -31.6% | +3.3% | -34.9% | -34.6% |
| 6M | -4.9% | +9.3% | -14.2% | -14.5% |
| YTD | -32.4% | +10.1% | -42.6% | -39.4% |
| 1Y | +14.6% | +14.7% | -0.1% | -1.0% |
| 3Y | +1,839.6% | +56.9% | +1,782.7% | +1,247.2% |
| 5Y | +81.2% | +62.9% | +18.3% | +30.6% |
| All | +81.2% | +63.6% | +17.7% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling