+64.1%
QBTS vs Z
-74.2%
+138.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.8% |
| 7D | -1.0% | -11.6% | +10.6% | +2.8% |
| 30D | -17.6% | -8.5% | -9.2% | -15.8% |
| 3M | -28.3% | -7.9% | -20.4% | -27.2% |
| 6M | -11.2% | -29.1% | +17.9% | -1.5% |
| YTD | -36.3% | -54.2% | +17.9% | -19.7% |
| 1Y | +3.9% | -63.5% | +67.4% | +39.9% |
| 3Y | +1,728.8% | -38.6% | +1,767.4% | +2,069.5% |
| 5Y | +70.9% | -66.0% | +136.8% | +104.3% |
| All | +64.1% | -74.2% | +138.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling