-65.4%
U vs QBTS
-6.7%
-58.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +8.1% | +5.6% |
| 7D | +2.6% | -10.5% | +13.1% | +3.8% |
| 30D | +27.6% | -20.5% | +48.1% | +30.4% |
| 3M | +15.3% | -54.3% | +69.6% | +25.3% |
| 6M | +96.4% | -55.4% | +151.8% | +110.1% |
| YTD | +19.6% | -63.4% | +83.0% | +29.6% |
| 1Y | +42.1% | -59.1% | +101.2% | +51.1% |
| 3Y | +87.5% | +1,216.8% | -1,129.3% | +22.5% |
| 5Y | -73.1% | -2.6% | -70.5% | -81.9% |
| All | -65.4% | -6.7% | -58.6% | -77.6% |
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 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