+234.1%
TER vs QBTS
+10.8%
+223.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.9% |
| 7D | +12.4% | +3.8% | +8.5% | +11.2% |
| 30D | +5.1% | -15.2% | +20.3% | +9.3% |
| 3M | +4.0% | -27.2% | +31.2% | +11.1% |
| 6M | +29.5% | -10.1% | +39.6% | +28.4% |
| YTD | +98.5% | -34.5% | +133.0% | +107.4% |
| 1Y | +234.1% | +6.0% | +228.1% | +280.9% |
| All | +234.1% | +10.8% | +223.3% | +280.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling