+75.4%
QBTS vs UL
+19.6%
+55.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -3.6% |
| 7D | +3.8% | -3.2% | +7.0% | +2.9% |
| 30D | -15.2% | -0.6% | -14.6% | -15.3% |
| 3M | -27.2% | +9.4% | -36.7% | -25.2% |
| 6M | -10.1% | -4.1% | -6.0% | -10.0% |
| YTD | -34.5% | -2.0% | -32.6% | -34.0% |
| 1Y | +6.0% | -9.0% | +15.0% | +6.0% |
| 3Y | +1,779.3% | +21.8% | +1,757.4% | +1,844.0% |
| 5Y | +75.4% | +20.6% | +54.8% | +84.7% |
| All | +75.4% | +19.6% | +55.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling