+116.3%
SLV vs QBTS
+11.9%
+104.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.5% |
| 7D | +5.6% | +13.7% | -8.0% | +5.1% |
| 30D | -12.1% | -21.3% | +9.2% | -11.5% |
| 3M | -16.3% | -44.7% | +28.5% | -14.8% |
| 6M | -34.1% | -49.2% | +15.1% | -32.9% |
| YTD | -25.3% | -56.1% | +30.9% | -24.0% |
| 1Y | +9.6% | -61.1% | +70.7% | +11.4% |
| 3Y | +132.7% | +1,511.0% | -1,378.3% | +124.3% |
| 5Y | +113.7% | +16.6% | +97.1% | +95.2% |
| All | +116.3% | +11.9% | +104.4% | +99.3% |
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