+96.5%
STM vs QBTS
-66.5%
+163.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -6.0% | -11.8% | +5.8% | -3.5% |
| 30D | -20.9% | -33.6% | +12.7% | -14.1% |
| 3M | -15.8% | -52.5% | +36.7% | -2.8% |
| 6M | -17.0% | -50.4% | +33.3% | -5.9% |
| YTD | +76.8% | -60.3% | +137.1% | +99.8% |
| 1Y | +96.5% | -65.1% | +161.6% | +125.3% |
| All | +96.5% | -66.5% | +163.0% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling