+97.0%
STM vs QBTS
-63.0%
+160.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | -8.4% | -22.5% | +14.1% | -3.7% |
| 3M | -15.8% | -47.4% | +31.6% | -4.9% |
| 6M | -22.8% | -55.7% | +32.8% | -11.4% |
| YTD | +79.4% | -59.3% | +138.6% | +101.0% |
| 1Y | +97.0% | -63.3% | +160.2% | +121.6% |
| All | +97.0% | -63.0% | +160.0% | +121.6% |
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 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