+64.1%
QBTS vs ZM
-75.9%
+140.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | -1.0% | -2.7% | +1.8% | -0.1% |
| 30D | -17.6% | -10.0% | -7.7% | -14.4% |
| 3M | -28.3% | +1.6% | -29.9% | -28.9% |
| 6M | -11.2% | +25.0% | -36.2% | -18.7% |
| YTD | -36.3% | +10.6% | -46.9% | -39.6% |
| 1Y | +3.9% | +14.0% | -10.1% | -2.4% |
| 3Y | +1,728.8% | +32.5% | +1,696.3% | +1,555.2% |
| 5Y | +70.9% | -68.3% | +139.2% | +57.1% |
| All | +64.1% | -75.9% | +140.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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