-65.1%
QBTS vs URA
-32.2%
-32.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.5% |
| 7D | -11.8% | -10.5% | -1.3% | +2.1% |
| 30D | -33.6% | -18.6% | -15.0% | -13.0% |
| 3M | -52.5% | -23.0% | -29.4% | -33.6% |
| 6M | -50.4% | -40.3% | -10.1% | -1.1% |
| YTD | -60.3% | -23.5% | -36.8% | -49.1% |
| 1Y | -65.1% | -31.1% | -34.0% | -45.0% |
| All | -65.1% | -32.2% | -32.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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