+1,081.6%
QBTS vs VIK
+221.3%
+860.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -1.9% |
| 7D | -1.0% | -1.8% | +0.9% | +0.2% |
| 30D | -17.6% | -17.3% | -0.4% | -8.2% |
| 3M | -28.3% | -5.1% | -23.3% | -25.4% |
| 6M | -11.2% | +16.2% | -27.4% | -17.5% |
| YTD | -36.3% | +17.6% | -53.9% | -41.3% |
| 1Y | +3.9% | +33.5% | -29.7% | -10.4% |
| All | +1,081.6% | +221.3% | +860.3% | +602.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling