+74.1%
QBTS vs VIVK
-100.0%
+174.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.7% | -1.1% | +6.4% |
| 7D | +6.8% | +13.1% | -6.2% | +6.6% |
| 30D | -14.9% | -29.7% | +14.8% | -14.4% |
| 3M | -31.6% | -93.0% | +61.4% | -28.8% |
| 6M | -4.9% | -98.0% | +93.0% | +0.2% |
| YTD | -32.4% | -97.8% | +65.3% | -30.2% |
| 1Y | +14.6% | -100.0% | +114.6% | +28.0% |
| 3Y | +1,839.6% | -100.0% | +1,939.6% | +2,085.8% |
| 5Y | +81.2% | -100.0% | +181.2% | +104.3% |
| All | +74.1% | -100.0% | +174.1% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling