-10.8%
QBTS vs USB
+68.6%
-79.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.1% | -10.7% | -11.5% |
| 7D | -21.7% | -1.5% | -20.2% | -20.9% |
| 30D | -42.7% | +4.3% | -47.0% | -44.2% |
| 3M | -57.7% | -6.1% | -51.6% | -56.1% |
| 6M | -58.0% | +9.4% | -67.4% | -60.6% |
| YTD | -65.4% | +15.2% | -80.6% | -68.5% |
| 1Y | -70.8% | +32.8% | -103.6% | -75.7% |
| 3Y | +930.8% | +91.3% | +839.5% | +611.2% |
| 5Y | -7.8% | +22.7% | -30.5% | -36.8% |
| All | -10.8% | +68.6% | -79.5% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling