+39.4%
STM vs QBTS
-4.0%
+43.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.6% | +8.0% | +0.9% |
| 7D | +16.3% | +8.7% | +7.6% | +15.5% |
| 30D | -6.3% | -26.5% | +20.2% | -4.4% |
| 3M | -14.1% | -52.6% | +38.5% | -10.1% |
| 6M | -19.6% | -56.0% | +36.4% | -15.9% |
| YTD | +80.1% | -62.4% | +142.5% | +88.5% |
| 1Y | +95.4% | -62.7% | +158.1% | +103.7% |
| 3Y | +14.7% | +1,266.7% | -1,252.0% | -2.4% |
| 5Y | -5.4% | +0.2% | -5.6% | -23.2% |
| All | +39.4% | -4.0% | +43.4% | +16.4% |
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 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