-3.1%
QBTS vs ICE
+76.6%
-79.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -7.1% |
| 7D | +8.7% | +2.2% | +6.5% | +8.0% |
| 30D | -26.5% | +13.7% | -40.2% | -29.7% |
| 3M | -52.6% | +17.9% | -70.5% | -55.4% |
| 6M | -56.0% | +15.0% | -70.9% | -58.2% |
| YTD | -62.4% | +10.9% | -73.3% | -63.9% |
| 1Y | -62.7% | +17.0% | -79.7% | -64.9% |
| 3Y | +1,266.7% | +68.2% | +1,198.5% | +1,062.8% |
| 5Y | +0.2% | +40.4% | -40.2% | -11.9% |
| All | -3.1% | +76.6% | -79.6% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling