+65.5%
QBTS vs VNQ
+40.7%
+24.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +1.3% | -1.3% | +2.6% | +2.1% |
| 30D | -19.0% | -2.6% | -16.4% | -17.7% |
| 3M | -29.5% | -2.0% | -27.4% | -29.0% |
| 6M | -11.2% | +4.3% | -15.5% | -13.9% |
| YTD | -35.8% | +9.2% | -45.0% | -39.5% |
| 1Y | +1.7% | +5.6% | -3.9% | -2.3% |
| 3Y | +1,470.1% | +30.8% | +1,439.2% | +1,247.8% |
| 5Y | +72.3% | +8.0% | +64.3% | +51.6% |
| All | +65.5% | +40.7% | +24.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling