-3.5%
QBTS vs ZETA
+306.8%
-310.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.5% |
| 7D | -10.5% | +18.1% | -28.6% | -13.7% |
| 30D | -20.5% | +13.6% | -34.1% | -22.4% |
| 3M | -54.3% | +23.7% | -78.0% | -56.2% |
| 6M | -55.4% | +128.5% | -183.9% | -62.2% |
| YTD | -63.4% | +80.1% | -143.5% | -67.7% |
| 1Y | -59.1% | +98.0% | -157.1% | -64.4% |
| 3Y | +1,216.8% | +348.6% | +868.2% | +879.3% |
| 5Y | -2.6% | +286.6% | -289.3% | -26.4% |
| All | -3.5% | +306.8% | -310.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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