+3.3%
QBTS vs ICE
+75.1%
-71.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.3% | -10.0% | -9.0% |
| 7D | +1.1% | +3.2% | -2.1% | 0.0% |
| 30D | -28.1% | +12.9% | -41.0% | -31.1% |
| 3M | -48.1% | +17.5% | -65.6% | -51.2% |
| 6M | -53.6% | +14.0% | -67.5% | -55.8% |
| YTD | -59.9% | +10.0% | -69.9% | -61.4% |
| 1Y | -64.3% | +19.5% | -83.9% | -66.7% |
| 3Y | +1,355.6% | +66.8% | +1,288.8% | +1,141.1% |
| 5Y | +6.6% | +40.3% | -33.7% | -6.1% |
| All | +3.3% | +75.1% | -71.8% | -9.8% |
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 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