+120.1%
SPOT vs QBTS
-2.5%
+122.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.5% |
| 7D | +1.6% | -10.5% | +12.1% | +2.1% |
| 30D | +16.9% | -20.5% | +37.5% | +17.9% |
| 3M | +23.0% | -54.3% | +77.2% | +27.2% |
| 6M | +42.2% | -55.4% | +97.6% | +46.2% |
| YTD | +5.5% | -63.4% | +68.9% | +8.7% |
| 1Y | -5.1% | -59.1% | +54.1% | -3.0% |
| 3Y | +257.9% | +1,216.8% | -958.9% | +191.1% |
| All | +120.1% | -2.5% | +122.6% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling