+64.1%
QBTS vs ZS
-10.0%
+74.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.2% |
| 7D | -1.0% | -8.1% | +7.1% | +1.5% |
| 30D | -17.6% | -8.4% | -9.2% | -15.7% |
| 3M | -28.3% | +31.1% | -59.4% | -34.4% |
| 6M | -11.2% | +4.4% | -15.6% | -16.7% |
| YTD | -36.3% | -27.3% | -9.0% | -32.9% |
| 1Y | +3.9% | -41.4% | +45.2% | +17.2% |
| 3Y | +1,728.8% | +1.7% | +1,727.1% | +1,706.2% |
| 5Y | +70.9% | -39.6% | +110.5% | +66.2% |
| All | +64.1% | -10.0% | +74.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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