+79.9%
SPY vs QBTS
+1,160.4%
-1,080.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.4% | -5.0% | +2.1% |
| 7D | +0.1% | +13.7% | -13.6% | -0.5% |
| 30D | -3.3% | -21.3% | +18.0% | -2.6% |
| 3M | -2.4% | -44.7% | +42.3% | -0.6% |
| 6M | +2.6% | -49.2% | +51.7% | +4.2% |
| YTD | +11.2% | -56.1% | +67.4% | +12.9% |
| 1Y | +13.4% | -61.1% | +74.5% | +15.2% |
| 3Y | +79.9% | +1,511.0% | -1,431.1% | +56.6% |
| All | +79.9% | +1,160.4% | -1,080.5% | +56.6% |
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 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