-2.9%
QBTS vs ACWI
+58.7%
-61.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.3% |
| 7D | -10.5% | +2.4% | -12.9% | -14.2% |
| 30D | -20.5% | -1.7% | -18.9% | -16.9% |
| 3M | -54.3% | -3.9% | -50.3% | -49.7% |
| 6M | -55.4% | +0.8% | -56.2% | -53.8% |
| YTD | -63.4% | +11.0% | -74.5% | -66.8% |
| 1Y | -59.1% | +13.1% | -72.2% | -63.7% |
| 3Y | +1,216.8% | +73.9% | +1,142.9% | +669.7% |
| All | -2.9% | +58.7% | -61.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling