+65.5%
QBTS vs ZBRA
-6.0%
+71.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | +1.3% | -3.4% | +4.7% | +2.5% |
| 30D | -19.0% | -7.4% | -11.6% | -16.8% |
| 3M | -29.5% | +57.5% | -87.0% | -40.3% |
| 6M | -11.2% | +64.0% | -75.1% | -25.8% |
| YTD | -35.8% | +44.3% | -80.0% | -44.4% |
| 1Y | +1.7% | +10.9% | -9.2% | -4.0% |
| 3Y | +1,470.1% | +37.5% | +1,432.6% | +1,311.2% |
| 5Y | +72.3% | -39.7% | +112.0% | +53.1% |
| All | +65.5% | -6.0% | +71.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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