-24.7%
BA vs QBTS
+2.2%
-27.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.9% |
| 7D | 0.0% | +1.1% | -1.0% | -0.1% |
| 30D | -8.9% | -28.1% | +19.1% | -8.1% |
| 3M | -25.5% | -48.1% | +22.6% | -24.1% |
| 6M | -27.0% | -53.6% | +26.6% | -25.6% |
| YTD | -20.1% | -59.9% | +39.8% | -18.7% |
| 1Y | -11.0% | -64.3% | +53.3% | -9.4% |
| 3Y | -11.8% | +1,355.6% | -1,367.4% | -20.3% |
| 5Y | -20.6% | +6.6% | -27.3% | -30.4% |
| All | -24.7% | +2.2% | -27.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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