+63.3%
QBTS vs ZM
-74.4%
+137.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.7% |
| 7D | -2.4% | +2.9% | -5.4% | -3.5% |
| 30D | -22.5% | +0.7% | -23.2% | -22.7% |
| 3M | -40.0% | -3.7% | -36.3% | -39.1% |
| 6M | -12.3% | +29.9% | -42.2% | -20.8% |
| YTD | -36.6% | +17.4% | -54.0% | -41.1% |
| 1Y | +8.4% | +22.4% | -14.0% | -0.6% |
| 3Y | +1,380.4% | +41.3% | +1,339.1% | +1,211.1% |
| 5Y | +69.7% | -66.0% | +135.7% | +52.7% |
| All | +63.3% | -74.4% | +137.7% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling