+41.1%
SHOP vs QBTS
+3.9%
+37.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -2.5% | +2.6% | -5.1% | -2.8% |
| 30D | -16.7% | -22.5% | +5.8% | -15.2% |
| 3M | -2.2% | -47.4% | +45.2% | +2.3% |
| 6M | +45.6% | -55.7% | +101.2% | +52.3% |
| YTD | -7.3% | -59.3% | +52.0% | -3.3% |
| 1Y | -6.1% | -63.3% | +57.2% | -1.9% |
| 3Y | +143.3% | +1,379.2% | -1,235.8% | +77.5% |
| 5Y | +0.2% | +8.3% | -8.2% | -31.1% |
| All | +41.1% | +3.9% | +37.2% | -1.4% |
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