+181.6%
SLB vs QBTS
+72.4%
+109.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -0.8% |
| 7D | +0.4% | +6.8% | -6.4% | +0.3% |
| 30D | +13.6% | -14.9% | +28.5% | +13.9% |
| 3M | +1.5% | -31.6% | +33.1% | +2.0% |
| 6M | +23.0% | -4.9% | +28.0% | +22.5% |
| YTD | +51.2% | -32.4% | +83.6% | +51.3% |
| 1Y | +63.5% | +14.6% | +48.9% | +61.8% |
| 3Y | +2.5% | +1,839.6% | -1,837.1% | -4.6% |
| 5Y | +139.2% | +81.2% | +58.0% | +117.5% |
| All | +181.6% | +72.4% | +109.3% | +185.4% |
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