+74.1%
QBTS vs ACGL
+195.7%
-121.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.0% | +6.1% |
| 7D | +6.8% | -2.9% | +9.8% | +6.3% |
| 30D | -14.9% | -2.8% | -12.1% | -15.3% |
| 3M | -31.6% | +6.8% | -38.4% | -30.7% |
| 6M | -4.9% | -1.5% | -3.4% | -4.6% |
| YTD | -32.4% | -0.2% | -32.2% | -32.0% |
| 1Y | +14.6% | +5.3% | +9.3% | +15.9% |
| 3Y | +1,839.6% | +30.3% | +1,809.3% | +2,011.4% |
| 5Y | +81.2% | +151.8% | -70.6% | +114.5% |
| All | +74.1% | +195.7% | -121.6% | +107.1% |
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