+68.7%
QBTS vs VWO
+46.3%
+22.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | +3.8% | +0.2% | +3.7% | +3.6% |
| 30D | -15.2% | +0.9% | -16.1% | -16.0% |
| 3M | -27.2% | +4.3% | -31.5% | -29.9% |
| 6M | -10.1% | +10.5% | -20.6% | -17.3% |
| YTD | -34.5% | +13.4% | -47.9% | -41.0% |
| 1Y | +6.0% | +18.6% | -12.6% | -7.9% |
| 3Y | +1,779.3% | +65.8% | +1,713.5% | +1,196.7% |
| 5Y | +75.4% | +35.2% | +40.2% | +23.6% |
| All | +68.7% | +46.3% | +22.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling