+38.9%
T vs QBTS
-4.0%
+42.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.6% | +7.2% | -0.4% |
| 7D | +1.6% | +8.7% | -7.1% | +1.7% |
| 30D | -2.9% | -26.5% | +23.5% | -3.0% |
| 3M | -7.5% | -52.6% | +45.1% | -7.7% |
| 6M | -9.9% | -56.0% | +46.1% | -10.1% |
| YTD | -6.4% | -62.4% | +55.9% | -6.6% |
| 1Y | -9.4% | -62.7% | +53.3% | -9.5% |
| 3Y | +64.9% | +1,266.7% | -1,201.8% | +62.1% |
| 5Y | +57.0% | +0.2% | +56.7% | +47.9% |
| All | +38.9% | -4.0% | +42.9% | +34.1% |
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