+1.7%
QBTS vs UMC
+238.8%
-237.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.2% |
| 7D | +1.3% | +9.0% | -7.7% | -2.4% |
| 30D | -19.0% | +17.2% | -36.2% | -24.5% |
| 3M | -29.5% | +11.4% | -40.9% | -34.6% |
| 6M | -11.2% | +137.5% | -148.7% | -40.0% |
| YTD | -35.8% | +193.1% | -228.9% | -65.8% |
| 1Y | +1.7% | +240.3% | -238.6% | -48.1% |
| All | +1.7% | +238.8% | -237.1% | -48.1% |
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