+68.7%
QBTS vs ALM
+1,383.9%
-1,315.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.3% |
| 7D | +3.8% | +3.6% | +0.2% | +3.2% |
| 30D | -15.2% | +33.8% | -49.0% | -19.8% |
| 3M | -27.2% | +14.8% | -42.0% | -29.4% |
| 6M | -10.1% | -7.0% | -3.1% | -9.9% |
| YTD | -34.5% | +108.1% | -142.6% | -41.1% |
| 1Y | +6.0% | +313.8% | -307.8% | -11.2% |
| 3Y | +1,779.3% | +2,227.6% | -448.4% | +1,249.2% |
| 5Y | +75.4% | +956.6% | -881.2% | +31.7% |
| All | +68.7% | +1,383.9% | -1,315.2% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling