+33.7%
STM vs QBTS
+11.9%
+21.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.4% | -0.6% | +6.3% |
| 7D | -5.6% | +13.7% | -19.3% | -6.4% |
| 30D | -14.4% | -21.3% | +6.8% | -13.2% |
| 3M | -20.5% | -44.7% | +24.3% | -17.6% |
| 6M | -24.5% | -49.2% | +24.7% | -21.8% |
| YTD | +72.7% | -56.1% | +128.8% | +79.0% |
| 1Y | +91.0% | -61.1% | +152.1% | +98.2% |
| 3Y | +13.5% | +1,511.0% | -1,497.4% | -4.4% |
| 5Y | -9.2% | +16.6% | -25.8% | -26.9% |
| All | +33.7% | +11.9% | +21.7% | +10.5% |
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