+19.9%
SHOP vs QBTS
+67.0%
-47.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.3% | -5.2% |
| 7D | -10.6% | +3.8% | -14.4% | -10.9% |
| 30D | -18.3% | -15.2% | -3.1% | -17.4% |
| 3M | +14.8% | -27.2% | +42.0% | +16.7% |
| 6M | -5.0% | -10.1% | +5.1% | -6.1% |
| YTD | -21.2% | -34.5% | +13.3% | -20.6% |
| 1Y | -11.6% | +6.0% | -17.6% | -14.9% |
| 3Y | +101.2% | +1,779.3% | -1,678.0% | +43.4% |
| 5Y | -15.7% | +75.4% | -91.1% | -44.1% |
| All | +19.9% | +67.0% | -47.2% | -19.0% |
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