+55.7%
T vs QBTS
+67.0%
-11.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.8% |
| 7D | -3.1% | +3.8% | -6.9% | -3.1% |
| 30D | +4.6% | -15.2% | +19.8% | +4.5% |
| 3M | +12.2% | -27.2% | +39.4% | +12.2% |
| 6M | -6.5% | -10.1% | +3.6% | -6.4% |
| YTD | +4.9% | -34.5% | +39.4% | +4.9% |
| 1Y | -10.5% | +6.0% | -16.5% | -10.5% |
| 3Y | +104.6% | +1,779.3% | -1,674.7% | +101.4% |
| 5Y | +64.2% | +75.4% | -11.2% | +55.0% |
| All | +55.7% | +67.0% | -11.3% | +50.6% |
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 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