+14.6%
QBTS vs ALM
+347.8%
-333.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.8% | -2.2% | +2.3% |
| 7D | +6.8% | +8.4% | -1.6% | +2.8% |
| 30D | -14.9% | +34.8% | -49.7% | -26.6% |
| 3M | -31.6% | +16.2% | -47.8% | -37.7% |
| 6M | -4.9% | +2.1% | -7.1% | -10.3% |
| YTD | -32.4% | +117.0% | -149.5% | -54.1% |
| 1Y | +14.6% | +313.9% | -299.3% | -28.0% |
| All | +14.6% | +347.8% | -333.2% | -28.0% |
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