+4.9%
QBTS vs ACWI
+96.1%
-91.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | -0.4% |
| 7D | +2.6% | -0.7% | +3.3% | +4.6% |
| 30D | -22.5% | -2.0% | -20.5% | -18.7% |
| 3M | -47.4% | -2.2% | -45.2% | -44.3% |
| 6M | -55.7% | +1.9% | -57.6% | -55.0% |
| YTD | -59.3% | +12.0% | -71.3% | -63.2% |
| 1Y | -63.3% | +12.5% | -75.8% | -66.8% |
| 3Y | +1,379.2% | +75.4% | +1,303.8% | +803.9% |
| 5Y | +8.3% | +61.5% | -53.2% | -31.3% |
| All | +4.9% | +96.1% | -91.1% | -33.8% |
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