+54.9%
SPOT vs QBTS
+72.4%
-17.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -2.9% |
| 7D | -2.9% | +6.8% | -9.7% | -3.2% |
| 30D | +8.3% | -14.9% | +23.2% | +9.0% |
| 3M | +5.1% | -31.6% | +36.7% | +6.5% |
| 6M | -6.5% | -4.9% | -1.5% | -7.3% |
| YTD | -9.0% | -32.4% | +23.5% | -8.7% |
| 1Y | -26.4% | +14.6% | -41.0% | -28.8% |
| 3Y | +240.0% | +1,839.6% | -1,599.6% | +168.9% |
| 5Y | +111.7% | +81.2% | +30.5% | +71.9% |
| All | +54.9% | +72.4% | -17.5% | +31.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling