+68.1%
QBTS vs ZETA
+239.2%
-171.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | -1.0% | -6.5% | +5.5% | +0.3% |
| 30D | -17.6% | +4.8% | -22.5% | -18.5% |
| 3M | -28.3% | +53.3% | -81.7% | -34.2% |
| 6M | -11.2% | +66.8% | -78.0% | -19.9% |
| YTD | -36.3% | +50.2% | -86.5% | -41.7% |
| 1Y | +3.9% | +62.0% | -58.2% | -6.1% |
| 3Y | +1,728.8% | +276.4% | +1,452.4% | +1,310.7% |
| 5Y | +70.9% | +341.6% | -270.7% | +33.7% |
| All | +68.1% | +239.2% | -171.1% | +31.8% |
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