+2.3%
QCOM vs QBTS
-66.5%
+68.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | -5.3% | -11.8% | +6.5% | -2.8% |
| 30D | -4.2% | -33.6% | +29.4% | +3.9% |
| 3M | +7.0% | -52.5% | +59.5% | +23.1% |
| 6M | +3.8% | -50.4% | +54.2% | +17.8% |
| YTD | +2.8% | -60.3% | +63.1% | +17.3% |
| 1Y | +2.3% | -65.1% | +67.4% | +17.9% |
| All | +2.3% | -66.5% | +68.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 1y: compounded portfolio wealth divided by compounded QBTS 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…
1y analysis · Full analysis span regression · 6 months rolling