+4.9%
STM vs QBTS
+1,081.4%
-1,076.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.0% | -13.6% | +2.7% |
| 7D | -10.7% | +0.3% | -11.0% | -10.8% |
| 30D | -25.7% | -29.8% | +4.1% | -23.3% |
| 3M | -21.6% | -45.0% | +23.4% | -17.4% |
| 6M | -27.8% | -55.2% | +27.4% | -23.3% |
| YTD | +61.8% | -59.2% | +120.9% | +71.3% |
| 1Y | +78.1% | -62.4% | +140.5% | +88.3% |
| 3Y | +4.9% | +1,264.0% | -1,259.1% | -21.9% |
| All | +4.9% | +1,081.4% | -1,076.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling