+63.3%
QBTS vs VMC
+99.3%
-35.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -2.4% | -4.3% | +1.9% | -0.7% |
| 30D | -22.5% | -8.2% | -14.2% | -19.6% |
| 3M | -40.0% | -7.0% | -33.0% | -38.7% |
| 6M | -12.3% | -10.8% | -1.6% | -9.0% |
| YTD | -36.6% | -7.4% | -29.2% | -35.1% |
| 1Y | +8.4% | -9.5% | +17.9% | +11.9% |
| 3Y | +1,380.4% | +20.5% | +1,359.9% | +1,309.6% |
| 5Y | +69.7% | +51.6% | +18.1% | +66.3% |
| All | +63.3% | +99.3% | -35.9% | +64.2% |
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