+127.4%
SPY vs QBTS
+61.8%
+65.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +0.1% | -22.5% | +22.5% | +0.7% |
| 3M | +2.0% | -40.0% | +42.0% | +3.1% |
| 6M | +13.0% | -12.3% | +25.3% | +12.7% |
| YTD | +13.5% | -36.6% | +50.1% | +13.9% |
| 1Y | +20.0% | +8.4% | +11.5% | +18.3% |
| 3Y | +77.2% | +1,380.4% | -1,303.2% | +60.5% |
| 5Y | +81.9% | +69.7% | +12.2% | +59.6% |
| All | +127.4% | +61.8% | +65.7% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling