+52.9%
SPOT vs QBTS
+62.5%
-9.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.1% |
| 7D | -6.9% | -1.0% | -5.9% | -6.8% |
| 30D | +4.1% | -17.6% | +21.8% | +5.0% |
| 3M | +3.7% | -28.3% | +32.0% | +4.9% |
| 6M | -1.6% | -11.2% | +9.6% | -2.2% |
| YTD | -10.2% | -36.3% | +26.1% | -9.6% |
| 1Y | -25.9% | +3.9% | -29.8% | -27.9% |
| 3Y | +235.6% | +1,728.8% | -1,493.2% | +166.2% |
| 5Y | +110.6% | +70.9% | +39.7% | +71.5% |
| All | +52.9% | +62.5% | -9.6% | +30.2% |
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