+1,500.0%
QBTS vs USFR
+14.0%
+1,486.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.8% | +0.1% | +3.8% | +4.3% |
| 30D | -15.2% | +0.3% | -15.5% | -13.2% |
| 3M | -27.2% | +1.0% | -28.2% | -21.3% |
| 6M | -10.1% | +1.9% | -12.0% | +2.9% |
| YTD | -34.5% | +2.7% | -37.2% | -22.0% |
| 1Y | +6.0% | +4.0% | +2.0% | +35.1% |
| All | +1,500.0% | +14.0% | +1,486.0% | +11,730.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling