+262.0%
TER vs QBTS
+1,494.2%
-1,232.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.6% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | -8.3% | -22.5% | +14.2% | -5.8% |
| 3M | -12.2% | -40.0% | +27.8% | -7.7% |
| 6M | +17.1% | -12.3% | +29.4% | +17.3% |
| YTD | +84.7% | -36.6% | +121.3% | +89.7% |
| 1Y | +199.9% | +8.4% | +191.5% | +193.1% |
| All | +262.0% | +1,494.2% | -1,232.2% | +141.8% |
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 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