+38.8%
SHOP vs QBTS
-4.0%
+42.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.6% | +5.9% | -1.1% |
| 7D | +2.1% | +8.7% | -6.6% | +1.3% |
| 30D | -16.8% | -26.5% | +9.6% | -15.0% |
| 3M | -2.4% | -52.6% | +50.1% | +2.9% |
| 6M | +47.0% | -56.0% | +103.0% | +54.0% |
| YTD | -8.8% | -62.4% | +53.6% | -4.3% |
| 1Y | -6.3% | -62.7% | +56.5% | -2.1% |
| 3Y | +139.3% | +1,266.7% | -1,127.4% | +75.6% |
| 5Y | -12.1% | +0.2% | -12.3% | -39.1% |
| All | +38.8% | -4.0% | +42.8% | -2.5% |
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