-10.8%
QBTS vs ACWI
+89.8%
-100.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.8% | -9.0% | -6.2% |
| 7D | -21.7% | -4.0% | -17.7% | -15.3% |
| 30D | -42.7% | -5.8% | -36.9% | -35.7% |
| 3M | -57.7% | -5.0% | -52.7% | -52.9% |
| 6M | -58.0% | +0.7% | -58.7% | -56.2% |
| YTD | -65.4% | +8.4% | -73.8% | -67.0% |
| 1Y | -70.8% | +10.1% | -80.9% | -72.5% |
| 3Y | +930.8% | +70.8% | +860.0% | +562.9% |
| 5Y | -7.8% | +55.4% | -63.2% | -38.2% |
| All | -10.8% | +89.8% | -100.7% | -40.6% |
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