+1.7%
QBTS vs ICE
-7.7%
+9.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -19.0% | +4.0% | -23.0% | -19.7% |
| 3M | -29.5% | +13.7% | -43.1% | -31.1% |
| 6M | -11.2% | +0.9% | -12.1% | -8.2% |
| YTD | -35.8% | -2.1% | -33.6% | -33.3% |
| 1Y | +1.7% | -9.5% | +11.2% | +11.8% |
| All | +1.7% | -7.7% | +9.4% | +11.8% |
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