+349.8%
SOXX vs QBTS
+63.9%
+285.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | -3.6% | -19.0% | +15.4% | -2.3% |
| 3M | -10.2% | -29.5% | +19.3% | -8.4% |
| 6M | +54.2% | -11.2% | +65.4% | +54.1% |
| YTD | +75.2% | -35.8% | +111.0% | +77.6% |
| 1Y | +107.5% | +1.7% | +105.8% | +103.6% |
| 3Y | +226.8% | +1,470.1% | -1,243.3% | +165.5% |
| 5Y | +251.2% | +72.3% | +178.9% | +177.7% |
| All | +349.8% | +63.9% | +285.9% | +264.8% |
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