+74.1%
QBTS vs UMC
+264.6%
-190.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.1% | +1.5% | +4.8% |
| 7D | +6.8% | +6.6% | +0.2% | +4.4% |
| 30D | -14.9% | +16.6% | -31.4% | -19.5% |
| 3M | -31.6% | +11.0% | -42.6% | -35.1% |
| 6M | -4.9% | +131.3% | -136.2% | -29.8% |
| YTD | -32.4% | +182.5% | -214.9% | -54.5% |
| 1Y | +14.6% | +222.3% | -207.7% | -25.6% |
| 3Y | +1,839.6% | +253.0% | +1,586.6% | +1,148.7% |
| 5Y | +81.2% | +141.8% | -60.6% | +18.6% |
| All | +74.1% | +264.6% | -190.5% | +12.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling