-3.1%
QBTS vs VRSN
+54.0%
-57.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.6% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | -26.5% | +3.6% | -30.0% | -26.7% |
| 3M | -52.6% | +10.8% | -63.3% | -53.0% |
| 6M | -56.0% | +9.9% | -65.9% | -56.4% |
| YTD | -62.4% | +29.8% | -92.2% | -64.0% |
| 1Y | -62.7% | +26.3% | -89.0% | -64.1% |
| 3Y | +1,266.7% | +53.5% | +1,213.2% | +1,169.1% |
| 5Y | +0.2% | +34.8% | -34.6% | -4.1% |
| All | -3.1% | +54.0% | -57.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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