-5.8%
QBTS vs Z
-75.4%
+69.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -4.0% |
| 7D | -10.5% | +0.8% | -11.3% | -10.6% |
| 30D | -20.5% | +5.2% | -25.7% | -22.2% |
| 3M | -54.3% | -17.0% | -37.2% | -52.1% |
| 6M | -55.4% | -22.7% | -32.8% | -52.5% |
| YTD | -63.4% | -56.3% | -7.1% | -53.6% |
| 1Y | -59.1% | -57.7% | -1.5% | -47.5% |
| 3Y | +1,216.8% | -16.5% | +1,233.4% | +1,402.5% |
| 5Y | -2.6% | -53.4% | +50.8% | +16.3% |
| All | -5.8% | -75.4% | +69.6% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling