+65.5%
QBTS vs USHY
+27.7%
+37.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +3.0% |
| 30D | -19.0% | -0.7% | -18.3% | -17.6% |
| 3M | -29.5% | +0.1% | -29.5% | -29.2% |
| 6M | -11.2% | +1.8% | -12.9% | -13.0% |
| YTD | -35.8% | +1.8% | -37.5% | -36.9% |
| 1Y | +1.7% | +3.3% | -1.6% | -2.3% |
| 3Y | +1,470.1% | +27.0% | +1,443.1% | +1,045.9% |
| 5Y | +72.3% | +21.0% | +51.3% | +31.6% |
| All | +65.5% | +27.7% | +37.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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