+5.2%
QBTS vs URI
+356.5%
-351.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.1% | +16.9% | +17.6% |
| 7D | +0.3% | -9.8% | +10.1% | +4.6% |
| 30D | -29.8% | +1.7% | -31.6% | -30.0% |
| 3M | -45.0% | -9.1% | -35.9% | -42.8% |
| 6M | -55.2% | +9.9% | -65.0% | -56.8% |
| YTD | -59.2% | +31.2% | -90.4% | -64.1% |
| 1Y | -62.4% | +25.9% | -88.3% | -66.2% |
| 3Y | +1,264.0% | +147.4% | +1,116.6% | +911.1% |
| 5Y | +8.8% | +179.7% | -171.0% | -16.6% |
| All | +5.2% | +356.5% | -351.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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