+8.3%
QBTS vs USFR
+21.4%
-13.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.8% |
| 30D | -22.5% | +0.4% | -22.9% | -21.8% |
| 3M | -47.4% | +1.1% | -48.4% | -46.1% |
| 6M | -55.7% | +2.1% | -57.7% | -54.2% |
| YTD | -59.3% | +3.4% | -62.7% | -57.9% |
| 1Y | -63.3% | +4.1% | -67.4% | -62.1% |
| 3Y | +1,379.2% | +14.4% | +1,364.8% | +2,295.8% |
| 5Y | +8.3% | +21.4% | -13.1% | +62.1% |
| All | +8.3% | +21.4% | -13.1% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling