+39.4%
T vs QBTS
+3.9%
+35.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.5% |
| 7D | +2.0% | +2.6% | -0.6% | +2.0% |
| 30D | -1.0% | -22.5% | +21.5% | -1.1% |
| 3M | -8.1% | -47.4% | +39.2% | -8.3% |
| 6M | -8.3% | -55.7% | +47.4% | -8.4% |
| YTD | -6.1% | -59.3% | +53.2% | -6.2% |
| 1Y | -7.4% | -63.3% | +55.9% | -7.5% |
| 3Y | +65.4% | +1,379.2% | -1,313.7% | +62.7% |
| 5Y | +57.6% | +8.3% | +49.3% | +48.6% |
| All | +39.4% | +3.9% | +35.5% | +34.6% |
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 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