+75.4%
QBTS vs ICE
+39.3%
+36.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | +3.8% | -0.9% | +4.7% | +4.1% |
| 30D | -15.2% | +4.0% | -19.2% | -16.6% |
| 3M | -27.2% | +11.0% | -38.2% | -30.6% |
| 6M | -10.1% | -5.0% | -5.1% | -8.1% |
| YTD | -34.5% | -2.7% | -31.8% | -34.1% |
| 1Y | +6.0% | -8.6% | +14.6% | +9.5% |
| 3Y | +1,779.3% | +41.4% | +1,737.9% | +1,570.0% |
| 5Y | +75.4% | +39.9% | +35.6% | +59.9% |
| All | +75.4% | +39.3% | +36.1% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling