+578.0%
QBTS vs VIK
+243.7%
+334.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.5% |
| 7D | -10.5% | +2.7% | -13.2% | -12.0% |
| 30D | -20.5% | +8.8% | -29.3% | -24.3% |
| 3M | -54.3% | -15.3% | -39.0% | -49.8% |
| 6M | -55.4% | +9.4% | -64.8% | -57.4% |
| YTD | -63.4% | +25.9% | -89.3% | -67.7% |
| 1Y | -59.1% | +51.0% | -110.1% | -67.1% |
| All | +578.0% | +243.7% | +334.3% | +286.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling