+68.7%
QBTS vs USB
+73.6%
-5.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +3.8% | -1.1% | +4.9% | +4.5% |
| 30D | -15.2% | -3.2% | -12.0% | -13.6% |
| 3M | -27.2% | +11.8% | -39.0% | -32.7% |
| 6M | -10.1% | +21.4% | -31.5% | -21.0% |
| YTD | -34.5% | +18.6% | -53.1% | -41.5% |
| 1Y | +6.0% | +30.8% | -24.8% | -10.4% |
| 3Y | +1,779.3% | +96.5% | +1,682.7% | +1,165.9% |
| 5Y | +75.4% | +38.4% | +37.0% | +17.6% |
| All | +68.7% | +73.6% | -5.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded USB 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling