-5.8%
QBTS vs USB
+72.1%
-77.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.4% |
| 7D | -10.5% | +2.6% | -13.1% | -11.8% |
| 30D | -20.5% | +8.4% | -28.9% | -24.5% |
| 3M | -54.3% | -5.5% | -48.7% | -52.7% |
| 6M | -55.4% | +17.7% | -73.1% | -60.1% |
| YTD | -63.4% | +17.6% | -81.0% | -67.2% |
| 1Y | -59.1% | +33.9% | -93.0% | -66.1% |
| 3Y | +1,216.8% | +103.8% | +1,113.0% | +778.8% |
| 5Y | -2.6% | +25.6% | -28.2% | -34.1% |
| All | -5.8% | +72.1% | -77.9% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling