-38.3%
TLT vs QBTS
+2.2%
-40.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | -1.3% |
| 7D | -0.3% | +1.1% | -1.3% | -0.3% |
| 30D | +3.7% | -28.1% | +31.8% | +3.8% |
| 3M | -0.7% | -48.1% | +47.4% | -0.4% |
| 6M | -4.2% | -53.6% | +49.4% | -4.0% |
| YTD | -4.0% | -59.9% | +56.0% | -3.8% |
| 1Y | -5.8% | -64.3% | +58.5% | -5.6% |
| 3Y | +4.1% | +1,355.6% | -1,351.5% | +0.6% |
| 5Y | -34.8% | +6.6% | -41.4% | -37.2% |
| All | -38.3% | +2.2% | -40.5% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling