+1,558.0%
QBTS vs URA
+117.9%
+1,440.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.2% |
| 7D | -2.4% | +1.1% | -3.5% | -3.5% |
| 30D | -22.5% | +7.4% | -29.9% | -27.9% |
| 3M | -40.0% | -8.4% | -31.6% | -33.2% |
| 6M | -12.3% | -12.7% | +0.4% | +4.1% |
| YTD | -36.6% | +7.8% | -44.4% | -37.7% |
| 1Y | +8.4% | +19.5% | -11.0% | +3.0% |
| All | +1,558.0% | +117.9% | +1,440.1% | +847.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling