+63.3%
QBTS vs VXUS
+78.0%
-14.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -2.2% |
| 7D | -2.4% | +1.0% | -3.4% | -3.9% |
| 30D | -22.5% | +2.2% | -24.7% | -24.6% |
| 3M | -40.0% | +3.0% | -43.0% | -41.3% |
| 6M | -12.3% | +10.7% | -23.0% | -21.2% |
| YTD | -36.6% | +17.8% | -54.4% | -47.2% |
| 1Y | +8.4% | +27.6% | -19.1% | -17.7% |
| 3Y | +1,380.4% | +73.3% | +1,307.1% | +766.3% |
| 5Y | +69.7% | +54.3% | +15.4% | +3.0% |
| All | +63.3% | +78.0% | -14.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling