+68.7%
QBTS vs VYM
+110.9%
-42.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +3.8% | -1.0% | +4.8% | +5.2% |
| 30D | -15.2% | -2.0% | -13.2% | -12.7% |
| 3M | -27.2% | +3.1% | -30.3% | -29.9% |
| 6M | -10.1% | +8.9% | -19.0% | -18.2% |
| YTD | -34.5% | +14.7% | -49.3% | -43.7% |
| 1Y | +6.0% | +19.4% | -13.4% | -12.0% |
| 3Y | +1,779.3% | +65.4% | +1,713.9% | +1,151.4% |
| 5Y | +75.4% | +77.6% | -2.1% | +20.4% |
| All | +68.7% | +110.9% | -42.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling