-34.3%
TEAM vs QBTS
+3.9%
-38.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | -19.7% | +2.6% | -22.3% | -20.1% |
| 30D | -26.6% | -22.5% | -4.1% | -25.7% |
| 3M | -1.1% | -47.4% | +46.3% | +2.3% |
| 6M | +74.6% | -55.7% | +130.3% | +80.9% |
| YTD | -6.0% | -59.3% | +53.3% | -2.9% |
| 1Y | -3.2% | -63.3% | +60.0% | 0.0% |
| 3Y | -13.5% | +1,379.2% | -1,392.7% | -36.8% |
| 5Y | -65.5% | +8.3% | -73.8% | -73.8% |
| All | -34.3% | +3.9% | -38.2% | -49.1% |
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