+146.6%
QQQM vs QBTS
+67.0%
+79.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.8% |
| 30D | -0.6% | -15.2% | +14.6% | -0.1% |
| 3M | +1.3% | -27.2% | +28.5% | +2.2% |
| 6M | +18.2% | -10.1% | +28.3% | +17.7% |
| YTD | +16.9% | -34.5% | +51.5% | +17.4% |
| 1Y | +24.0% | +6.0% | +18.0% | +21.8% |
| 3Y | +96.0% | +1,779.3% | -1,683.2% | +68.7% |
| 5Y | +95.2% | +75.4% | +19.8% | +65.5% |
| All | +146.6% | +67.0% | +79.6% | +110.9% |
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 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