+125.1%
SPY vs QBTS
+67.0%
+58.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.4% | +3.8% | -4.2% | -0.5% |
| 30D | -1.4% | -15.2% | +13.8% | -1.0% |
| 3M | +3.7% | -27.2% | +30.9% | +4.3% |
| 6M | +13.0% | -10.1% | +23.1% | +12.6% |
| YTD | +12.4% | -34.5% | +46.9% | +12.6% |
| 1Y | +18.5% | +6.0% | +12.5% | +16.9% |
| 3Y | +77.6% | +1,779.3% | -1,701.6% | +60.4% |
| 5Y | +81.7% | +75.4% | +6.3% | +59.2% |
| All | +125.1% | +67.0% | +58.1% | +101.5% |
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