+70.9%
QBTS vs UMC
+134.9%
-64.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.6% |
| 7D | -1.0% | +11.4% | -12.3% | -5.5% |
| 30D | -17.6% | +16.8% | -34.4% | -23.1% |
| 3M | -28.3% | +19.1% | -47.4% | -35.0% |
| 6M | -11.2% | +137.4% | -148.6% | -40.2% |
| YTD | -36.3% | +186.4% | -222.7% | -62.0% |
| 1Y | +3.9% | +229.1% | -225.2% | -41.2% |
| 3Y | +1,728.8% | +257.9% | +1,470.9% | +924.1% |
| 5Y | +70.9% | +137.5% | -66.7% | -2.9% |
| All | +70.9% | +134.9% | -64.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling