+5.2%
QBTS vs Z
-75.6%
+80.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.4% | +20.5% | +18.8% |
| 7D | +0.3% | -4.6% | +4.8% | +1.6% |
| 30D | -29.8% | +8.3% | -38.2% | -32.2% |
| 3M | -45.0% | -11.6% | -33.4% | -43.7% |
| 6M | -55.2% | -33.6% | -21.5% | -49.9% |
| YTD | -59.2% | -56.7% | -2.5% | -48.1% |
| 1Y | -62.4% | -59.1% | -3.3% | -51.2% |
| 3Y | +1,264.0% | -20.4% | +1,284.4% | +1,467.4% |
| 5Y | +8.8% | -55.3% | +64.0% | +30.2% |
| All | +5.2% | -75.6% | +80.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling