+216.2%
TER vs QBTS
+61.8%
+154.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.6% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | -8.3% | -22.5% | +14.2% | -6.5% |
| 3M | -12.2% | -40.0% | +27.8% | -9.0% |
| 6M | +17.1% | -12.3% | +29.4% | +17.3% |
| YTD | +84.7% | -36.6% | +121.3% | +88.4% |
| 1Y | +199.9% | +8.4% | +191.5% | +195.1% |
| 3Y | +232.8% | +1,380.4% | -1,147.6% | +165.7% |
| 5Y | +198.6% | +69.7% | +128.9% | +123.9% |
| All | +216.2% | +61.8% | +154.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling