+114.0%
V vs QBTS
+2.2%
+111.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.3% |
| 7D | +0.6% | +1.1% | -0.4% | +0.6% |
| 30D | +9.7% | -28.1% | +37.8% | +10.0% |
| 3M | +17.3% | -48.1% | +65.4% | +17.9% |
| 6M | +33.2% | -53.6% | +86.8% | +33.8% |
| YTD | +21.3% | -59.9% | +81.3% | +21.8% |
| 1Y | +27.3% | -64.3% | +91.7% | +27.9% |
| 3Y | +76.1% | +1,355.6% | -1,279.5% | +69.2% |
| 5Y | +103.5% | +6.6% | +96.8% | +93.2% |
| All | +114.0% | +2.2% | +111.7% | +101.9% |
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