+3.3%
QBTS vs VXUS
+66.7%
-63.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -7.6% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -28.1% | -2.5% | -25.5% | -24.2% |
| 3M | -48.1% | -4.6% | -43.5% | -43.1% |
| 6M | -53.6% | -2.6% | -50.9% | -49.6% |
| YTD | -59.9% | +10.4% | -70.3% | -62.5% |
| 1Y | -64.3% | +12.9% | -77.2% | -67.5% |
| 3Y | +1,355.6% | +68.4% | +1,287.2% | +838.4% |
| 5Y | +6.6% | +47.7% | -41.1% | -27.5% |
| All | +3.3% | +66.7% | -63.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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