-62.7%
QBTS vs ICE
+18.5%
-81.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -7.5% |
| 7D | +8.7% | +2.2% | +6.5% | +8.6% |
| 30D | -26.5% | +13.7% | -40.2% | -27.8% |
| 3M | -52.6% | +17.9% | -70.5% | -54.1% |
| 6M | -56.0% | +15.0% | -70.9% | -55.4% |
| YTD | -62.4% | +10.9% | -73.3% | -62.8% |
| 1Y | -62.7% | +17.0% | -79.7% | -66.2% |
| All | -62.7% | +18.5% | -81.2% | -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