+148.5%
SLB vs QBTS
+11.9%
+136.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.8% |
| 7D | -3.7% | +13.7% | -17.4% | -3.9% |
| 30D | +2.9% | -21.3% | +24.2% | +3.3% |
| 3M | +0.2% | -44.7% | +45.0% | +1.1% |
| 6M | -4.4% | -49.2% | +44.7% | -3.7% |
| YTD | +33.4% | -56.1% | +89.6% | +34.4% |
| 1Y | +40.8% | -61.1% | +101.9% | +41.9% |
| 3Y | +3.2% | +1,511.0% | -1,507.8% | -3.6% |
| 5Y | +64.8% | +16.6% | +48.2% | +51.2% |
| All | +148.5% | +11.9% | +136.6% | +153.5% |
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 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