-2.9%
QBTS vs ZM
-60.9%
+57.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -3.9% |
| 7D | -10.5% | +11.0% | -21.5% | -14.9% |
| 30D | -20.5% | +5.6% | -26.2% | -22.3% |
| 3M | -54.3% | -9.1% | -45.1% | -52.1% |
| 6M | -55.4% | -2.6% | -52.8% | -55.0% |
| YTD | -63.4% | +15.7% | -79.1% | -66.4% |
| 1Y | -59.1% | +18.8% | -77.9% | -62.9% |
| 3Y | +1,216.8% | +62.2% | +1,154.6% | +987.2% |
| All | -2.9% | -60.9% | +57.9% | -17.2% |
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