+70.2%
QBTS vs ALM
+951.0%
-880.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.8% |
| 30D | -22.5% | +32.0% | -54.5% | -27.2% |
| 3M | -40.0% | -15.0% | -25.0% | -38.5% |
| 6M | -12.3% | -10.1% | -2.2% | -11.5% |
| YTD | -36.6% | +99.4% | -136.0% | -43.7% |
| 1Y | +8.4% | +316.4% | -307.9% | -12.2% |
| 3Y | +1,380.4% | +2,022.0% | -641.6% | +891.1% |
| All | +70.2% | +951.0% | -880.8% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling