+1,457.0%
QBTS vs UMC
+252.9%
+1,204.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.3% |
| 7D | -1.0% | +11.4% | -12.3% | -6.9% |
| 30D | -17.6% | +16.8% | -34.4% | -24.8% |
| 3M | -28.3% | +19.1% | -47.4% | -38.1% |
| 6M | -11.2% | +137.4% | -148.6% | -51.6% |
| YTD | -36.3% | +186.4% | -222.7% | -72.6% |
| 1Y | +3.9% | +229.1% | -225.2% | -60.1% |
| All | +1,457.0% | +252.9% | +1,204.1% | +377.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling