-5.8%
QBTS vs USFR
+21.4%
-27.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -10.5% | +0.1% | -10.5% | -10.4% |
| 30D | -20.5% | +0.4% | -20.9% | -20.3% |
| 3M | -54.3% | +1.1% | -55.3% | -53.9% |
| 6M | -55.4% | +2.0% | -57.4% | -55.2% |
| YTD | -63.4% | +3.5% | -66.9% | -63.9% |
| 1Y | -59.1% | +4.1% | -63.2% | -60.0% |
| 3Y | +1,216.8% | +14.4% | +1,202.4% | +1,630.7% |
| 5Y | -2.6% | +21.4% | -24.1% | +28.7% |
| All | -5.8% | +21.4% | -27.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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