+8.3%
QBTS vs VIG
+65.3%
-56.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.4% |
| 7D | +2.6% | -0.3% | +2.9% | +3.7% |
| 30D | -22.5% | +4.9% | -27.4% | -27.6% |
| 3M | -47.4% | +2.9% | -50.3% | -49.4% |
| 6M | -55.7% | +11.2% | -66.9% | -61.6% |
| YTD | -59.3% | +16.0% | -75.3% | -66.2% |
| 1Y | -63.3% | +17.0% | -80.2% | -69.7% |
| 3Y | +1,379.2% | +66.9% | +1,312.3% | +843.7% |
| 5Y | +8.3% | +65.8% | -57.5% | -28.1% |
| All | +8.3% | +65.3% | -56.9% | -28.1% |
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