+229.5%
TER vs QBTS
+72.4%
+157.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +3.7% |
| 7D | +11.0% | +6.8% | +4.1% | +10.4% |
| 30D | -1.9% | -14.9% | +13.0% | -0.7% |
| 3M | -0.7% | -31.6% | +30.9% | +1.9% |
| 6M | +36.4% | -4.9% | +41.3% | +35.8% |
| YTD | +92.4% | -32.4% | +124.9% | +95.3% |
| 1Y | +213.5% | +14.6% | +198.9% | +207.0% |
| 3Y | +277.2% | +1,839.6% | -1,562.4% | +197.9% |
| 5Y | +219.1% | +81.2% | +137.9% | +138.0% |
| All | +229.5% | +72.4% | +157.1% | +159.8% |
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