+346.1%
SOXL vs QBTS
+63.9%
+282.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.1% |
| 7D | +3.9% | +1.3% | +2.5% | +3.6% |
| 30D | -14.3% | -19.0% | +4.7% | -10.6% |
| 3M | -45.6% | -29.5% | -16.1% | -41.1% |
| 6M | +117.2% | -11.2% | +128.3% | +126.5% |
| YTD | +189.8% | -35.8% | +225.6% | +217.9% |
| 1Y | +317.7% | +1.7% | +316.0% | +323.2% |
| 3Y | +478.6% | +1,470.1% | -991.5% | +251.9% |
| 5Y | +169.5% | +72.3% | +97.2% | +53.7% |
| All | +346.1% | +63.9% | +282.2% | +178.9% |
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