-33.7%
TLT vs QBTS
+81.8%
-115.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | 0.0% |
| 7D | +0.4% | +6.8% | -6.4% | +0.4% |
| 30D | -0.3% | -14.9% | +14.6% | -0.2% |
| 3M | -1.7% | -31.6% | +29.9% | -1.6% |
| 6M | -4.9% | -4.9% | 0.0% | -5.0% |
| YTD | -2.8% | -32.4% | +29.6% | -2.8% |
| 1Y | -4.2% | +14.6% | -18.8% | -4.5% |
| 3Y | -1.1% | +1,839.6% | -1,840.7% | -4.6% |
| 5Y | -33.7% | +81.2% | -114.9% | -37.8% |
| All | -33.7% | +81.8% | -115.5% | -37.8% |
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 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