+38.0%
TMUS vs QBTS
+3.9%
+34.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +8.2% | +2.6% | +5.6% | +8.2% |
| 30D | +13.4% | -22.5% | +35.8% | +13.2% |
| 3M | -3.0% | -47.4% | +44.3% | -3.4% |
| 6M | -8.8% | -55.7% | +46.9% | -9.0% |
| YTD | -13.8% | -59.3% | +45.4% | -14.0% |
| 1Y | -17.1% | -63.3% | +46.2% | -17.2% |
| 3Y | +22.7% | +1,379.2% | -1,356.5% | +19.1% |
| 5Y | +52.8% | +8.3% | +44.5% | +44.4% |
| All | +38.0% | +3.9% | +34.1% | +28.0% |
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