+63.3%
QBTS vs ACWI
+101.6%
-38.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +0.5% | -2.9% | -3.2% |
| 30D | -22.5% | +0.9% | -23.4% | -23.2% |
| 3M | -40.0% | +2.4% | -42.4% | -41.0% |
| 6M | -12.3% | +12.4% | -24.7% | -23.8% |
| YTD | -36.6% | +15.2% | -51.8% | -46.2% |
| 1Y | +8.4% | +22.7% | -14.3% | -14.4% |
| 3Y | +1,380.4% | +75.8% | +1,304.6% | +762.4% |
| 5Y | +69.7% | +67.7% | +2.0% | +0.9% |
| All | +63.3% | +101.6% | -38.3% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling