+65.5%
QBTS vs VYM
+111.2%
-45.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | -0.1% |
| 7D | +1.3% | -0.8% | +2.1% | +2.4% |
| 30D | -19.0% | -2.2% | -16.7% | -16.4% |
| 3M | -29.5% | +3.1% | -32.5% | -32.1% |
| 6M | -11.2% | +9.7% | -20.9% | -20.0% |
| YTD | -35.8% | +14.9% | -50.6% | -44.9% |
| 1Y | +1.7% | +17.6% | -15.9% | -14.2% |
| 3Y | +1,470.1% | +65.3% | +1,404.8% | +944.1% |
| 5Y | +72.3% | +78.7% | -6.4% | +17.9% |
| All | +65.5% | +111.2% | -45.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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