+8.4%
QBTS vs UMAC
+164.0%
-155.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | 0.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -22.5% | -7.7% | -14.8% | -21.9% |
| 3M | -40.0% | -26.4% | -13.6% | -34.5% |
| 6M | -12.3% | +61.9% | -74.2% | -45.6% |
| YTD | -36.6% | +86.5% | -123.1% | -65.6% |
| 1Y | +8.4% | +156.3% | -147.9% | -35.9% |
| All | +8.4% | +164.0% | -155.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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