+29.7%
QCOM vs QBTS
+4.2%
+25.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.0% | -12.5% | +4.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -6.6% | -29.8% | +23.2% | -4.6% |
| 3M | +3.7% | -45.0% | +48.7% | +7.3% |
| 6M | -13.3% | -55.2% | +41.9% | -9.7% |
| YTD | -1.8% | -59.2% | +57.4% | +2.2% |
| 1Y | -2.5% | -62.4% | +59.9% | +1.3% |
| 3Y | +47.0% | +1,264.0% | -1,217.0% | +23.9% |
| 5Y | +13.1% | +8.8% | +4.4% | +0.4% |
| All | +29.7% | +4.2% | +25.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling