-5.8%
QBTS vs UEC
+338.2%
-344.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.3% |
| 7D | -10.5% | -3.8% | -6.7% | -9.4% |
| 30D | -20.5% | -13.5% | -7.0% | -17.1% |
| 3M | -54.3% | -40.5% | -13.8% | -47.9% |
| 6M | -55.4% | -56.7% | +1.3% | -45.5% |
| YTD | -63.4% | -43.0% | -20.5% | -57.0% |
| 1Y | -59.1% | -42.5% | -16.6% | -51.6% |
| 3Y | +1,216.8% | +11.6% | +1,205.2% | +1,310.7% |
| 5Y | -2.6% | +21.8% | -24.4% | +0.4% |
| All | -5.8% | +338.2% | -344.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling