+63.3%
QBTS vs VTR
+124.5%
-61.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | -22.5% | -2.4% | -20.0% | -22.5% |
| 3M | -40.0% | +14.8% | -54.8% | -40.4% |
| 6M | -12.3% | +5.3% | -17.7% | -12.4% |
| YTD | -36.6% | +18.1% | -54.7% | -37.3% |
| 1Y | +8.4% | +36.7% | -28.3% | +5.8% |
| 3Y | +1,380.4% | +130.1% | +1,250.3% | +1,279.4% |
| 5Y | +69.7% | +89.5% | -19.8% | +61.2% |
| All | +63.3% | +124.5% | -61.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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