+65.5%
QBTS vs VIVK
-100.0%
+165.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.0% |
| 7D | +1.3% | -4.4% | +5.7% | +1.4% |
| 30D | -19.0% | -40.8% | +21.8% | -18.3% |
| 3M | -29.5% | -94.1% | +64.7% | -26.3% |
| 6M | -11.2% | -98.2% | +87.0% | -6.2% |
| YTD | -35.8% | -98.0% | +62.3% | -33.5% |
| 1Y | +1.7% | -100.0% | +101.7% | +13.5% |
| 3Y | +1,470.1% | -100.0% | +1,570.1% | +1,673.2% |
| 5Y | +72.3% | -100.0% | +172.3% | +94.6% |
| All | +65.5% | -100.0% | +165.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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