-59.1%
QBTS vs ALM
+19.0%
-78.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -6.8% |
| 7D | -10.5% | +1.2% | -11.7% | -11.0% |
| 30D | -20.5% | -19.3% | -1.2% | -11.6% |
| 3M | -54.3% | -40.6% | -13.6% | -42.0% |
| 6M | -55.4% | -57.9% | +2.5% | -34.6% |
| YTD | -63.4% | -6.7% | -56.7% | -64.5% |
| 1Y | -59.1% | +20.2% | -79.3% | -65.9% |
| All | -59.1% | +19.0% | -78.1% | -65.9% |
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