+74.1%
QBTS vs URA
+316.5%
-242.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.4% | +4.7% |
| 7D | +6.8% | +8.1% | -1.3% | +2.1% |
| 30D | -14.9% | +5.8% | -20.7% | -17.4% |
| 3M | -31.6% | +3.4% | -35.0% | -31.9% |
| 6M | -4.9% | -2.6% | -2.3% | +0.3% |
| YTD | -32.4% | +11.2% | -43.6% | -32.1% |
| 1Y | +14.6% | +19.8% | -5.2% | +15.5% |
| 3Y | +1,839.6% | +121.5% | +1,718.2% | +1,561.0% |
| 5Y | +81.2% | +134.5% | -53.2% | +53.0% |
| All | +74.1% | +316.5% | -242.4% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling