+65.5%
QBTS vs UL
+15.6%
+49.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +1.0% |
| 7D | +1.3% | -3.4% | +4.7% | +0.5% |
| 30D | -19.0% | +0.5% | -19.5% | -18.9% |
| 3M | -29.5% | +7.2% | -36.7% | -28.0% |
| 6M | -11.2% | -3.1% | -8.1% | -10.9% |
| YTD | -35.8% | -2.7% | -33.0% | -35.4% |
| 1Y | +1.7% | -10.2% | +11.9% | +1.5% |
| 3Y | +1,470.1% | +20.3% | +1,449.8% | +1,514.4% |
| 5Y | +72.3% | +19.9% | +52.4% | +79.6% |
| All | +65.5% | +15.6% | +49.9% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling