-65.1%
QBTS vs ICE
+21.0%
-86.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -11.8% | +12.2% | -24.0% | -12.9% |
| 30D | -33.6% | +15.0% | -48.6% | -35.0% |
| 3M | -52.5% | +17.6% | -70.1% | -53.8% |
| 6M | -50.4% | +12.6% | -63.0% | -49.5% |
| YTD | -60.3% | +9.1% | -69.4% | -60.2% |
| 1Y | -65.1% | +20.6% | -85.7% | -66.2% |
| All | -65.1% | +21.0% | -86.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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