+75.4%
QBTS vs ZM
-67.1%
+142.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +3.8% | +0.3% | +3.5% | +3.4% |
| 30D | -15.2% | -10.3% | -4.9% | -11.2% |
| 3M | -27.2% | -0.7% | -26.5% | -27.3% |
| 6M | -10.1% | +24.8% | -34.9% | -19.3% |
| YTD | -34.5% | +11.5% | -46.0% | -39.0% |
| 1Y | +6.0% | +12.3% | -6.3% | -1.4% |
| 3Y | +1,779.3% | +33.5% | +1,745.8% | +1,549.3% |
| 5Y | +75.4% | -67.5% | +142.9% | +53.3% |
| All | +75.4% | -67.1% | +142.5% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling