+63.3%
QBTS vs Z
-71.4%
+134.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | -22.5% | -4.2% | -18.3% | -21.6% |
| 3M | -40.0% | -3.7% | -36.3% | -39.8% |
| 6M | -12.3% | -24.5% | +12.2% | -4.6% |
| YTD | -36.6% | -49.3% | +12.7% | -22.5% |
| 1Y | +8.4% | -58.7% | +67.1% | +40.5% |
| 3Y | +1,380.4% | -34.1% | +1,414.5% | +1,610.6% |
| 5Y | +69.7% | -64.5% | +134.2% | +97.3% |
| All | +63.3% | -71.4% | +134.8% | +91.5% |
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