+124.1%
SPYM vs QBTS
-6.7%
+130.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +2.6% | -10.5% | +13.0% | +2.8% |
| 30D | -2.0% | -20.5% | +18.5% | -1.5% |
| 3M | -2.8% | -54.3% | +51.5% | -0.9% |
| 6M | +2.2% | -55.4% | +57.6% | +3.8% |
| YTD | +11.5% | -63.4% | +75.0% | +13.4% |
| 1Y | +13.5% | -59.1% | +72.6% | +14.9% |
| 3Y | +78.0% | +1,216.8% | -1,138.8% | +62.9% |
| 5Y | +73.1% | -2.6% | +75.8% | +54.2% |
| All | +124.1% | -6.7% | +130.9% | +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