+79.0%
QBTS vs VSXY
+42.7%
+36.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.9% | +2.7% | +6.0% |
| 7D | +6.8% | -6.8% | +13.6% | +7.7% |
| 30D | -14.9% | -20.4% | +5.5% | -12.3% |
| 3M | -31.6% | +2.9% | -34.5% | -32.4% |
| 6M | -4.9% | +67.9% | -72.9% | -14.1% |
| YTD | -32.4% | +44.9% | -77.3% | -37.9% |
| 1Y | +14.6% | +205.9% | -191.3% | -6.4% |
| 3Y | +1,839.6% | +373.9% | +1,465.8% | +1,467.4% |
| 5Y | +81.2% | +23.5% | +57.8% | +46.8% |
| All | +79.0% | +42.7% | +36.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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