+105.9%
T vs QBTS
+1,494.2%
-1,388.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.0% |
| 7D | -1.3% | -2.4% | +1.1% | -1.3% |
| 30D | +11.4% | -22.5% | +33.8% | +11.2% |
| 3M | +14.3% | -40.0% | +54.3% | +14.1% |
| 6M | -9.3% | -12.3% | +3.1% | -9.2% |
| YTD | +7.1% | -36.6% | +43.7% | +7.1% |
| 1Y | -9.1% | +8.4% | -17.5% | -9.1% |
| All | +105.9% | +1,494.2% | -1,388.3% | +94.7% |
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 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