+231.7%
SPOT vs QBTS
+1,750.8%
-1,519.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -6.5% | +3.8% | -10.3% | -6.7% |
| 30D | +2.2% | -15.2% | +17.4% | +3.0% |
| 3M | +5.4% | -27.2% | +32.6% | +6.7% |
| 6M | -4.0% | -10.1% | +6.1% | -4.8% |
| YTD | -9.9% | -34.5% | +24.6% | -9.5% |
| 1Y | -27.3% | +6.0% | -33.3% | -29.6% |
| All | +231.7% | +1,750.8% | -1,519.1% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling