+145.1%
QQQ vs QBTS
+63.9%
+81.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -0.6% | +1.3% | -1.9% | -0.6% |
| 30D | -1.2% | -19.0% | +17.8% | -0.5% |
| 3M | -0.2% | -29.5% | +29.3% | +0.8% |
| 6M | +17.9% | -11.2% | +29.1% | +17.5% |
| YTD | +16.6% | -35.8% | +52.4% | +17.2% |
| 1Y | +23.0% | +1.7% | +21.3% | +20.9% |
| 3Y | +92.9% | +1,470.1% | -1,377.1% | +66.8% |
| 5Y | +95.6% | +72.3% | +23.3% | +66.1% |
| All | +145.1% | +63.9% | +81.2% | +110.0% |
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