+46.6%
SPGI vs QBTS
+72.4%
-25.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.6% | -9.8% | -3.3% |
| 7D | -2.5% | +6.8% | -9.3% | -2.6% |
| 30D | +5.4% | -14.9% | +20.3% | +5.7% |
| 3M | +9.0% | -31.6% | +40.6% | +9.5% |
| 6M | +0.8% | -4.9% | +5.7% | +0.3% |
| YTD | -12.6% | -32.4% | +19.9% | -12.5% |
| 1Y | -16.1% | +14.6% | -30.7% | -17.3% |
| 3Y | +19.0% | +1,839.6% | -1,820.6% | +7.1% |
| 5Y | +5.1% | +81.2% | -76.2% | -11.5% |
| All | +46.6% | +72.4% | -25.8% | +24.5% |
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 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