+41.0%
TMUS vs QBTS
+9.0%
+32.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.0% | -17.1% | +1.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | -3.4% | -29.8% | +26.5% | -3.6% |
| 3M | -9.5% | -45.0% | +35.5% | -9.7% |
| 6M | -15.2% | -55.2% | +40.0% | -15.4% |
| YTD | -18.9% | -59.2% | +40.2% | -19.0% |
| 1Y | -17.7% | -62.4% | +44.7% | -17.8% |
| 3Y | +15.6% | +1,264.0% | -1,248.3% | +12.4% |
| All | +41.0% | +9.0% | +32.0% | +31.6% |
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