+191.2%
TER vs QBTS
+1,125.6%
-934.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.5% | -5.0% |
| 7D | +14.4% | -10.5% | +24.8% | +16.0% |
| 30D | -30.6% | -20.5% | -10.0% | -28.6% |
| 3M | -39.2% | -54.3% | +15.1% | -33.5% |
| 6M | -31.3% | -55.4% | +24.1% | -25.3% |
| YTD | +29.1% | -63.4% | +92.5% | +41.4% |
| 1Y | +47.4% | -59.1% | +106.6% | +59.2% |
| 3Y | +191.2% | +1,216.8% | -1,025.6% | +109.1% |
| All | +191.2% | +1,125.6% | -934.4% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling