+65.5%
QBTS vs UMC
+278.3%
-212.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +1.3% | +9.0% | -7.7% | -1.7% |
| 30D | -19.0% | +17.2% | -36.2% | -23.6% |
| 3M | -29.5% | +11.4% | -40.9% | -33.2% |
| 6M | -11.2% | +137.5% | -148.7% | -35.1% |
| YTD | -35.8% | +193.1% | -228.9% | -57.3% |
| 1Y | +1.7% | +240.3% | -238.6% | -35.3% |
| 3Y | +1,470.1% | +262.2% | +1,207.9% | +898.0% |
| 5Y | +72.3% | +143.1% | -70.8% | +11.4% |
| All | +65.5% | +278.3% | -212.8% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling