+70.9%
QBTS vs VIVK
-100.0%
+170.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -2.7% |
| 7D | -1.0% | -9.5% | +8.5% | -0.8% |
| 30D | -17.6% | -35.1% | +17.5% | -17.0% |
| 3M | -28.3% | -93.4% | +65.0% | -25.2% |
| 6M | -11.2% | -98.0% | +86.8% | -6.2% |
| YTD | -36.3% | -97.9% | +61.6% | -34.1% |
| 1Y | +3.9% | -100.0% | +103.8% | +16.8% |
| 3Y | +1,728.8% | -100.0% | +1,828.7% | +1,985.2% |
| 5Y | +70.9% | -100.0% | +170.9% | +94.4% |
| All | +70.9% | -100.0% | +170.9% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling