-66.2%
U vs QBTS
+4.2%
-70.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.0% | -12.5% | +3.4% |
| 7D | +36.6% | +0.3% | +36.3% | +36.0% |
| 30D | +13.3% | -29.8% | +43.1% | +17.7% |
| 3M | +26.2% | -45.0% | +71.1% | +34.4% |
| 6M | +88.7% | -55.2% | +143.9% | +101.9% |
| YTD | +16.6% | -59.2% | +75.7% | +24.9% |
| 1Y | +29.0% | -62.4% | +91.3% | +38.4% |
| 3Y | +99.5% | +1,264.0% | -1,164.5% | +29.3% |
| 5Y | -66.1% | +8.8% | -74.9% | -77.4% |
| All | -66.2% | +4.2% | -70.4% | -78.4% |
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