-60.9%
QBTS vs ALM
+21.0%
-82.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.1% | -0.7% | +3.3% |
| 7D | +13.7% | +0.7% | +12.9% | +13.8% |
| 30D | -21.3% | -26.1% | +4.8% | -8.3% |
| 3M | -44.7% | -38.1% | -6.6% | -31.4% |
| 6M | -49.2% | -55.4% | +6.2% | -27.8% |
| YTD | -56.1% | -0.4% | -55.7% | -60.0% |
| All | -60.9% | +21.0% | -82.0% | -69.0% |
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