+1,264.0%
QBTS vs URA
+36.0%
+1,228.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +4.4% | +13.6% | +13.5% |
| 7D | +0.3% | -4.1% | +4.4% | +5.8% |
| 30D | -29.8% | -19.0% | -10.8% | -11.6% |
| 3M | -45.0% | -25.1% | -19.8% | -25.1% |
| 6M | -55.2% | -44.5% | -10.7% | -16.4% |
| YTD | -59.2% | -24.3% | -34.8% | -41.6% |
| 1Y | -62.4% | -28.1% | -34.3% | -42.6% |
| 3Y | +1,264.0% | +40.7% | +1,223.3% | +1,469.2% |
| All | +1,264.0% | +36.0% | +1,228.0% | +1,469.2% |
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 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