-23.4%
TEAM vs QBTS
+67.0%
-90.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.9% | +0.9% |
| 7D | -4.7% | +3.8% | -8.5% | -4.9% |
| 30D | +17.0% | -15.2% | +32.2% | +18.0% |
| 3M | +85.9% | -27.2% | +113.1% | +88.5% |
| 6M | +116.7% | -10.1% | +126.7% | +114.8% |
| YTD | +9.6% | -34.5% | +44.2% | +10.3% |
| 1Y | -2.5% | +6.0% | -8.5% | -6.1% |
| 3Y | -14.0% | +1,779.3% | -1,793.2% | -38.1% |
| 5Y | -53.1% | +75.4% | -128.5% | -65.4% |
| All | -23.4% | +67.0% | -90.4% | -42.1% |
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