-59.1%
QBTS vs VMC
-5.0%
-54.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | -10.5% | -1.3% | -9.2% | -9.9% |
| 30D | -20.5% | +15.5% | -36.0% | -25.2% |
| 3M | -54.3% | +0.6% | -54.8% | -54.4% |
| 6M | -55.4% | +2.1% | -57.5% | -56.7% |
| YTD | -63.4% | -1.6% | -61.9% | -63.8% |
| 1Y | -59.1% | -1.2% | -58.0% | -60.0% |
| All | -59.1% | -5.0% | -54.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling