+7.9%
QCOM vs QBTS
+7.2%
+0.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +3.3% | -2.4% | +5.7% | +3.8% |
| 30D | +7.7% | -22.5% | +30.2% | +12.0% |
| 3M | -30.1% | -40.0% | +10.0% | -24.7% |
| 6M | +22.8% | -12.3% | +35.2% | +24.2% |
| YTD | +0.2% | -36.6% | +36.8% | +4.1% |
| 1Y | +7.9% | +8.4% | -0.6% | +7.5% |
| All | +7.9% | +7.2% | +0.7% | +7.5% |
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