+3.3%
QBTS vs VMC
+118.4%
-115.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.3% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | -28.1% | +17.7% | -45.8% | -32.8% |
| 3M | -48.1% | +1.1% | -49.2% | -48.4% |
| 6M | -53.6% | +1.8% | -55.4% | -54.4% |
| YTD | -59.9% | +1.5% | -61.4% | -60.6% |
| 1Y | -64.3% | -1.1% | -63.2% | -64.5% |
| 3Y | +1,355.6% | +38.8% | +1,316.8% | +1,233.4% |
| 5Y | +6.6% | +49.6% | -42.9% | +0.5% |
| All | +3.3% | +118.4% | -115.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling