+63.3%
QBTS vs ICE
+59.6%
+3.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -2.4% | -0.7% | -1.8% | -2.2% |
| 30D | -22.5% | +7.6% | -30.1% | -24.6% |
| 3M | -40.0% | +13.9% | -54.0% | -43.2% |
| 6M | -12.3% | -2.4% | -10.0% | -11.4% |
| YTD | -36.6% | +0.3% | -36.9% | -36.8% |
| 1Y | +8.4% | -6.4% | +14.9% | +10.9% |
| 3Y | +1,380.4% | +43.1% | +1,337.3% | +1,224.5% |
| 5Y | +69.7% | +42.1% | +27.6% | +53.9% |
| All | +63.3% | +59.6% | +3.8% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling