+3.3%
QBTS vs ACWI
+93.8%
-90.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -7.8% |
| 7D | +1.1% | -0.2% | +1.2% | +2.1% |
| 30D | -28.1% | -3.3% | -24.8% | -22.8% |
| 3M | -48.1% | -3.4% | -44.7% | -43.8% |
| 6M | -53.6% | +0.8% | -54.4% | -51.9% |
| YTD | -59.9% | +10.7% | -70.6% | -63.1% |
| 1Y | -64.3% | +11.6% | -75.9% | -67.2% |
| 3Y | +1,355.6% | +73.4% | +1,282.2% | +807.6% |
| 5Y | +6.6% | +60.2% | -53.6% | -31.0% |
| All | +3.3% | +93.8% | -90.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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