+749.3%
STX vs QBTS
+4.2%
+745.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.0% | -19.2% | -2.2% |
| 7D | -28.5% | +0.3% | -28.8% | -28.5% |
| 30D | -42.9% | -29.8% | -13.1% | -41.8% |
| 3M | -45.9% | -45.0% | -0.9% | -44.2% |
| 6M | -41.3% | -55.2% | +13.9% | -39.2% |
| YTD | +67.9% | -59.2% | +127.1% | +73.6% |
| 1Y | +66.5% | -62.4% | +128.9% | +72.1% |
| 3Y | +588.0% | +1,264.0% | -676.0% | +533.2% |
| 5Y | +449.1% | +8.8% | +440.3% | +374.1% |
| All | +749.3% | +4.2% | +745.1% | +660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling