+45.6%
TMUS vs QBTS
+72.4%
-26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | +0.1% |
| 7D | -0.3% | +6.8% | -7.1% | -0.2% |
| 30D | +3.1% | -14.9% | +18.0% | +3.1% |
| 3M | +2.4% | -31.6% | +34.0% | +2.3% |
| 6M | -17.1% | -4.9% | -12.1% | -17.0% |
| YTD | -9.1% | -32.4% | +23.4% | -9.0% |
| 1Y | -23.6% | +14.6% | -38.2% | -23.6% |
| 3Y | +38.8% | +1,839.6% | -1,800.8% | +35.3% |
| 5Y | +43.0% | +81.2% | -38.3% | +35.4% |
| All | +45.6% | +72.4% | -26.8% | +35.4% |
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