+117.8%
TER vs QBTS
+11.9%
+105.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.4% | +5.3% | +12.1% |
| 7D | -5.8% | +13.7% | -19.4% | -6.7% |
| 30D | -38.9% | -21.3% | -17.6% | -37.7% |
| 3M | -35.1% | -44.7% | +9.6% | -32.0% |
| 6M | -31.6% | -49.2% | +17.6% | -28.3% |
| YTD | +27.2% | -56.1% | +83.4% | +33.7% |
| 1Y | +35.2% | -61.1% | +96.3% | +42.4% |
| 3Y | +192.8% | +1,511.0% | -1,318.2% | +138.4% |
| 5Y | +72.4% | +16.6% | +55.9% | +33.5% |
| All | +117.8% | +11.9% | +105.9% | +77.8% |
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