+124.9%
SPY vs QBTS
+3.9%
+121.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.0% |
| 30D | -2.4% | -22.5% | +20.1% | -1.8% |
| 3M | -1.2% | -47.4% | +46.2% | +0.4% |
| 6M | +3.3% | -55.7% | +59.0% | +4.9% |
| YTD | +12.3% | -59.3% | +71.6% | +13.8% |
| 1Y | +12.4% | -63.3% | +75.7% | +14.0% |
| 3Y | +78.8% | +1,379.2% | -1,300.4% | +63.1% |
| 5Y | +75.2% | +8.3% | +66.8% | +55.5% |
| All | +124.9% | +3.9% | +121.0% | +103.6% |
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