+1,264.0%
QBTS vs ALM
+825.4%
+438.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.1% | +15.9% | +17.4% |
| 7D | +0.3% | -6.7% | +6.9% | +2.7% |
| 30D | -29.8% | -32.9% | +3.1% | -21.0% |
| 3M | -45.0% | -39.5% | -5.5% | -36.7% |
| 6M | -55.2% | -62.0% | +6.8% | -42.3% |
| YTD | -59.2% | -7.8% | -51.3% | -56.4% |
| 1Y | -62.4% | +26.7% | -89.1% | -62.1% |
| 3Y | +1,264.0% | +825.4% | +438.6% | +1,019.3% |
| All | +1,264.0% | +825.4% | +438.6% | +1,019.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling