+63.3%
QBTS vs UMC
+247.1%
-183.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -3.0% |
| 7D | -2.4% | +5.0% | -7.4% | -4.2% |
| 30D | -22.5% | +7.7% | -30.2% | -24.7% |
| 3M | -40.0% | +1.7% | -41.7% | -41.2% |
| 6M | -12.3% | +113.9% | -126.2% | -33.5% |
| YTD | -36.6% | +168.9% | -205.5% | -56.6% |
| 1Y | +8.4% | +207.2% | -198.8% | -28.5% |
| 3Y | +1,380.4% | +227.7% | +1,152.7% | +872.2% |
| 5Y | +69.7% | +118.0% | -48.3% | +13.3% |
| All | +63.3% | +247.1% | -183.7% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling