-65.1%
QBTS vs UMC
+112.5%
-177.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | -11.8% | -14.7% | +2.9% | -5.7% |
| 30D | -33.6% | -32.9% | -0.8% | -21.7% |
| 3M | -52.5% | -22.2% | -30.3% | -47.6% |
| 6M | -50.4% | +25.9% | -76.3% | -55.1% |
| YTD | -60.3% | +107.9% | -168.2% | -72.8% |
| 1Y | -65.1% | +115.0% | -180.1% | -77.5% |
| All | -65.1% | +112.5% | -177.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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