+35.2%
TMUS vs QBTS
+11.9%
+23.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.4% | -3.3% | +4.2% |
| 7D | +5.3% | +13.7% | -8.3% | +5.5% |
| 30D | +13.5% | -21.3% | +34.8% | +13.4% |
| 3M | -4.2% | -44.7% | +40.5% | -4.5% |
| 6M | -11.9% | -49.2% | +37.3% | -12.1% |
| YTD | -15.6% | -56.1% | +40.6% | -15.7% |
| 1Y | -16.8% | -61.1% | +44.3% | -16.9% |
| 3Y | +20.8% | +1,511.0% | -1,490.2% | +17.4% |
| 5Y | +48.0% | +16.6% | +31.5% | +39.9% |
| All | +35.2% | +11.9% | +23.3% | +25.5% |
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