+81.2%
QBTS vs ZETA
+343.0%
-261.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.9% |
| 7D | +6.8% | -2.4% | +9.3% | +7.3% |
| 30D | -14.9% | +15.6% | -30.5% | -17.5% |
| 3M | -31.6% | +41.5% | -73.1% | -36.4% |
| 6M | -4.9% | +63.4% | -68.4% | -14.3% |
| YTD | -32.4% | +51.3% | -83.7% | -38.5% |
| 1Y | +14.6% | +65.8% | -51.2% | +2.8% |
| 3Y | +1,839.6% | +279.2% | +1,560.4% | +1,369.1% |
| 5Y | +81.2% | +341.8% | -260.5% | +39.4% |
| All | +81.2% | +343.0% | -261.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling