+68.7%
QBTS vs ARES
+233.0%
-164.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.3% |
| 7D | +3.8% | -2.7% | +6.5% | +5.4% |
| 30D | -15.2% | -2.4% | -12.8% | -14.1% |
| 3M | -27.2% | +3.9% | -31.1% | -29.1% |
| 6M | -10.1% | +26.4% | -36.5% | -20.8% |
| YTD | -34.5% | -14.9% | -19.6% | -28.8% |
| 1Y | +6.0% | -20.4% | +26.4% | +18.6% |
| 3Y | +1,779.3% | +38.8% | +1,740.5% | +1,579.5% |
| 5Y | +75.4% | +97.0% | -21.6% | +52.8% |
| All | +68.7% | +233.0% | -164.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling