+172.8%
SLV vs QBTS
+67.0%
+105.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.4% |
| 7D | +2.8% | +3.8% | -1.0% | +2.7% |
| 30D | +2.2% | -15.2% | +17.4% | +2.7% |
| 3M | +2.9% | -27.2% | +30.1% | +3.7% |
| 6M | -22.4% | -10.1% | -12.3% | -22.5% |
| YTD | -5.7% | -34.5% | +28.8% | -5.4% |
| 1Y | +63.3% | +6.0% | +57.3% | +62.4% |
| 3Y | +189.0% | +1,779.3% | -1,590.2% | +175.2% |
| 5Y | +172.7% | +75.4% | +97.2% | +145.6% |
| All | +172.8% | +67.0% | +105.8% | +148.3% |
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