+1,457.0%
QBTS vs UL
+19.9%
+1,437.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -3.2% |
| 7D | -1.0% | -4.1% | +3.1% | -2.4% |
| 30D | -17.6% | -1.2% | -16.5% | -17.9% |
| 3M | -28.3% | +6.0% | -34.3% | -26.5% |
| 6M | -11.2% | -5.5% | -5.7% | -11.4% |
| YTD | -36.3% | -3.3% | -33.0% | -35.9% |
| 1Y | +3.9% | -9.8% | +13.7% | +4.2% |
| All | +1,457.0% | +19.9% | +1,437.1% | +1,097.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling