+72.2%
V vs QBTS
+69.9%
+2.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.0% |
| 7D | -1.7% | -2.4% | +0.7% | -1.7% |
| 30D | +2.0% | -22.5% | +24.4% | +2.2% |
| 3M | +17.4% | -40.0% | +57.4% | +17.8% |
| 6M | +17.5% | -12.3% | +29.8% | +17.2% |
| YTD | +7.6% | -36.6% | +44.2% | +7.6% |
| 1Y | +7.7% | +8.4% | -0.7% | +6.9% |
| 3Y | +54.7% | +1,380.4% | -1,325.7% | +48.6% |
| All | +72.2% | +69.9% | +2.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling