+5.2%
QBTS vs ACGL
+231.4%
-226.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.0% | +21.0% | +17.3% |
| 7D | +0.3% | +0.9% | -0.6% | +0.6% |
| 30D | -29.8% | +13.7% | -43.6% | -27.7% |
| 3M | -45.0% | +8.0% | -53.0% | -43.8% |
| 6M | -55.2% | +13.3% | -68.5% | -53.6% |
| YTD | -59.2% | +11.8% | -71.0% | -57.8% |
| 1Y | -62.4% | +22.2% | -84.6% | -60.8% |
| 3Y | +1,264.0% | +32.5% | +1,231.5% | +1,384.8% |
| 5Y | +8.8% | +160.2% | -151.4% | +32.4% |
| All | +5.2% | +231.4% | -226.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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