-5.8%
QBTS vs ALM
+565.5%
-571.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -4.4% |
| 7D | -10.5% | +1.2% | -11.7% | -10.7% |
| 30D | -20.5% | -19.3% | -1.2% | -16.9% |
| 3M | -54.3% | -40.6% | -13.6% | -49.4% |
| 6M | -55.4% | -57.9% | +2.5% | -47.7% |
| YTD | -63.4% | -6.7% | -56.7% | -61.7% |
| 1Y | -59.1% | +20.2% | -79.3% | -58.5% |
| 3Y | +1,216.8% | +879.4% | +337.4% | +1,013.9% |
| 5Y | -2.6% | +415.3% | -417.9% | -14.8% |
| All | -5.8% | +565.5% | -571.3% | -17.2% |
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