-65.1%
QBTS vs ALM
+44.8%
-109.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -11.8% | -6.4% | -5.4% | -8.9% |
| 30D | -33.6% | -35.0% | +1.4% | -18.5% |
| 3M | -52.5% | -33.8% | -18.6% | -43.4% |
| 6M | -50.4% | -55.0% | +4.6% | -30.3% |
| YTD | -60.3% | -0.2% | -60.1% | -63.0% |
| 1Y | -65.1% | +41.8% | -106.9% | -74.0% |
| All | -65.1% | +44.8% | -109.9% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling