+88.6%
TXN vs QBTS
+61.8%
+26.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -0.1% | -2.4% | +2.3% | 0.0% |
| 30D | -6.9% | -22.5% | +15.5% | -6.3% |
| 3M | -14.9% | -40.0% | +25.1% | -13.9% |
| 6M | +29.0% | -12.3% | +41.3% | +28.7% |
| YTD | +51.5% | -36.6% | +88.1% | +52.2% |
| 1Y | +41.6% | +8.4% | +33.1% | +39.7% |
| 3Y | +65.8% | +1,380.4% | -1,314.5% | +46.3% |
| 5Y | +56.8% | +69.7% | -12.9% | +32.2% |
| All | +88.6% | +61.8% | +26.8% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling