+3.4%
SLB vs QBTS
+1,125.6%
-1,122.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.6% |
| 7D | +3.5% | -10.5% | +14.0% | +3.7% |
| 30D | +6.5% | -20.5% | +27.0% | +6.9% |
| 3M | -0.2% | -54.3% | +54.0% | +1.2% |
| 6M | -5.7% | -55.4% | +49.7% | -4.6% |
| YTD | +36.8% | -63.4% | +100.3% | +38.5% |
| 1Y | +45.8% | -59.1% | +104.9% | +47.1% |
| 3Y | +3.4% | +1,216.8% | -1,213.4% | -2.5% |
| All | +3.4% | +1,125.6% | -1,122.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling