+117.3%
TER vs QBTS
+2.2%
+115.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.5% |
| 7D | -8.9% | +1.1% | -10.0% | -8.9% |
| 30D | -39.1% | -28.1% | -11.0% | -37.4% |
| 3M | -32.8% | -48.1% | +15.3% | -29.2% |
| 6M | -31.7% | -53.6% | +21.8% | -27.9% |
| YTD | +26.9% | -59.9% | +86.9% | +34.4% |
| 1Y | +33.6% | -64.3% | +97.9% | +41.7% |
| 3Y | +181.5% | +1,355.6% | -1,174.0% | +131.0% |
| 5Y | +76.1% | +6.6% | +69.5% | +37.3% |
| All | +117.3% | +2.2% | +115.1% | +78.7% |
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 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