+1,839.6%
QBTS vs ICE
+41.9%
+1,797.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +7.7% |
| 7D | +6.8% | -1.2% | +8.0% | +7.3% |
| 30D | -14.9% | +5.0% | -19.8% | -17.3% |
| 3M | -31.6% | +13.9% | -45.5% | -36.9% |
| 6M | -4.9% | -4.4% | -0.5% | -1.3% |
| YTD | -32.4% | -1.9% | -30.5% | -31.7% |
| 1Y | +14.6% | -8.1% | +22.7% | +21.7% |
| 3Y | +1,839.6% | +42.5% | +1,797.1% | +1,253.0% |
| All | +1,839.6% | +41.9% | +1,797.7% | +1,253.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling