+36.2%
TMUS vs QBTS
-6.7%
+42.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.7% |
| 7D | +4.9% | -10.5% | +15.4% | +4.8% |
| 30D | +7.7% | -20.5% | +28.2% | +7.6% |
| 3M | -6.8% | -54.3% | +47.5% | -7.2% |
| 6M | -9.7% | -55.4% | +45.7% | -10.0% |
| YTD | -15.0% | -63.4% | +48.5% | -15.1% |
| 1Y | -19.1% | -59.1% | +40.0% | -19.3% |
| 3Y | +21.4% | +1,216.8% | -1,195.4% | +17.8% |
| 5Y | +51.2% | -2.6% | +53.8% | +42.7% |
| All | +36.2% | -6.7% | +42.9% | +26.3% |
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 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