-72.1%
U vs QBTS
+67.0%
-139.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +4.4% | +3.8% | +0.5% | +3.9% |
| 30D | -1.3% | -15.2% | +13.9% | +0.4% |
| 3M | +49.6% | -27.2% | +76.8% | +53.8% |
| 6M | +100.2% | -10.1% | +110.3% | +97.1% |
| YTD | -3.7% | -34.5% | +30.8% | -1.9% |
| 1Y | -6.5% | +6.0% | -12.5% | -11.0% |
| 3Y | +12.9% | +1,779.3% | -1,766.4% | -30.1% |
| 5Y | -68.3% | +75.4% | -143.7% | -79.9% |
| All | -72.1% | +67.0% | -139.1% | -83.0% |
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