+72.2%
SPY vs QBTS
+16.9%
+55.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.4% | -5.0% | +2.2% |
| 7D | +0.1% | +13.7% | -13.6% | -0.3% |
| 30D | -3.3% | -21.3% | +18.0% | -2.8% |
| 3M | -2.4% | -44.7% | +42.3% | -1.0% |
| 6M | +2.6% | -49.2% | +51.7% | +3.8% |
| YTD | +11.2% | -56.1% | +67.4% | +12.5% |
| 1Y | +13.4% | -61.1% | +74.5% | +14.8% |
| 3Y | +79.9% | +1,511.0% | -1,431.1% | +64.0% |
| 5Y | +72.2% | +16.6% | +55.6% | +48.4% |
| All | +72.2% | +16.9% | +55.3% | +48.4% |
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