-65.1%
QBTS vs VIK
+55.4%
-120.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -4.2% |
| 7D | -11.8% | +5.4% | -17.2% | -15.1% |
| 30D | -33.6% | +12.5% | -46.1% | -39.2% |
| 3M | -52.5% | -15.2% | -37.2% | -46.8% |
| 6M | -50.4% | +15.4% | -65.7% | -54.9% |
| YTD | -60.3% | +27.7% | -88.0% | -66.3% |
| 1Y | -65.1% | +59.7% | -124.8% | -72.5% |
| All | -65.1% | +55.4% | -120.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling