+13.0%
QBTS vs URI
+387.9%
-374.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.9% | +0.5% | +4.7% |
| 7D | +13.7% | -4.0% | +17.7% | +15.8% |
| 30D | -21.3% | +6.8% | -28.1% | -22.9% |
| 3M | -44.7% | -2.8% | -41.9% | -44.1% |
| 6M | -49.2% | +20.9% | -70.0% | -52.8% |
| YTD | -56.1% | +40.2% | -96.4% | -62.4% |
| 1Y | -61.1% | +34.1% | -95.2% | -65.9% |
| 3Y | +1,511.0% | +164.1% | +1,346.8% | +1,064.4% |
| 5Y | +16.6% | +199.3% | -182.8% | -12.9% |
| All | +13.0% | +387.9% | -374.9% | -14.5% |
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