+54.6%
TER vs QBTS
+9.0%
+45.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.0% | -15.4% | +1.0% |
| 7D | -20.5% | +0.3% | -20.7% | -20.5% |
| 30D | -47.0% | -29.8% | -17.2% | -45.4% |
| 3M | -43.3% | -45.0% | +1.7% | -40.6% |
| 6M | -42.9% | -55.2% | +12.3% | -39.6% |
| YTD | +12.9% | -59.2% | +72.0% | +19.2% |
| 1Y | +18.2% | -62.4% | +80.6% | +24.9% |
| 3Y | +151.8% | +1,264.0% | -1,112.2% | +107.3% |
| All | +54.6% | +9.0% | +45.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling