+146.2%
SLB vs QBTS
+4.2%
+142.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.0% | -17.4% | +0.2% |
| 7D | -7.1% | +0.3% | -7.4% | -7.1% |
| 30D | +4.1% | -29.8% | +33.9% | +4.7% |
| 3M | -2.6% | -45.0% | +42.3% | -1.8% |
| 6M | -8.6% | -55.2% | +46.6% | -7.6% |
| YTD | +32.2% | -59.2% | +91.4% | +33.3% |
| 1Y | +40.7% | -62.4% | +103.0% | +41.8% |
| 3Y | -4.5% | +1,264.0% | -1,268.5% | -10.5% |
| 5Y | +66.4% | +8.8% | +57.6% | +52.7% |
| All | +146.2% | +4.2% | +142.0% | +151.5% |
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