+63.3%
QBTS vs VIG
+94.9%
-31.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -1.8% |
| 30D | -22.5% | -1.0% | -21.5% | -21.4% |
| 3M | -40.0% | +2.8% | -42.8% | -41.8% |
| 6M | -12.3% | +8.2% | -20.5% | -19.5% |
| YTD | -36.6% | +11.0% | -47.6% | -43.2% |
| 1Y | +8.4% | +16.1% | -7.7% | -6.6% |
| 3Y | +1,380.4% | +56.2% | +1,324.2% | +954.9% |
| 5Y | +69.7% | +63.0% | +6.7% | +24.3% |
| All | +63.3% | +94.9% | -31.5% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling