+133.3%
QQQ vs QBTS
-6.7%
+140.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +3.6% | -10.5% | +14.1% | +4.1% |
| 30D | -6.7% | -20.5% | +13.8% | -5.9% |
| 3M | -7.0% | -54.3% | +47.2% | -4.3% |
| 6M | -4.7% | -55.4% | +50.7% | -2.3% |
| YTD | +11.1% | -63.4% | +74.5% | +14.0% |
| 1Y | +12.3% | -59.1% | +71.4% | +14.5% |
| 3Y | +83.3% | +1,216.8% | -1,133.5% | +60.9% |
| 5Y | +77.5% | -2.6% | +80.1% | +54.2% |
| All | +133.3% | -6.7% | +140.0% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling