+65.5%
QBTS vs VWO
+45.1%
+20.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | -0.1% |
| 7D | +1.3% | -1.8% | +3.1% | +3.8% |
| 30D | -19.0% | -0.1% | -18.9% | -18.7% |
| 3M | -29.5% | +2.2% | -31.7% | -30.3% |
| 6M | -11.2% | +8.8% | -19.9% | -16.6% |
| YTD | -35.8% | +12.4% | -48.1% | -41.5% |
| 1Y | +1.7% | +15.6% | -13.9% | -9.1% |
| 3Y | +1,470.1% | +62.5% | +1,407.6% | +1,000.6% |
| 5Y | +72.3% | +34.3% | +38.0% | +22.8% |
| All | +65.5% | +45.1% | +20.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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