-65.1%
QBTS vs UL
+1.7%
-66.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +2.3% |
| 7D | -11.8% | +4.7% | -16.5% | -8.9% |
| 30D | -33.6% | +11.6% | -45.2% | -28.3% |
| 3M | -52.5% | +5.3% | -57.8% | -50.4% |
| 6M | -50.4% | +16.0% | -66.4% | -43.7% |
| YTD | -60.3% | +5.0% | -65.3% | -57.9% |
| 1Y | -65.1% | +1.1% | -66.2% | -63.8% |
| All | -65.1% | +1.7% | -66.8% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling