+1,530.9%
STX vs QBTS
+67.0%
+1,463.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | +9.6% | +3.8% | +5.7% | +9.4% |
| 30D | +10.6% | -15.2% | +25.8% | +11.5% |
| 3M | +4.8% | -27.2% | +32.0% | +6.1% |
| 6M | +137.3% | -10.1% | +147.3% | +137.0% |
| YTD | +222.5% | -34.5% | +257.0% | +225.3% |
| 1Y | +366.2% | +6.0% | +360.2% | +361.4% |
| 3Y | +1,352.9% | +1,779.3% | -426.4% | +1,205.6% |
| 5Y | +1,077.4% | +75.4% | +1,002.0% | +890.9% |
| All | +1,530.9% | +67.0% | +1,463.9% | +1,325.2% |
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