-12.3%
BA vs QBTS
-65.9%
+53.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.6% | +5.9% | -1.1% |
| 7D | -0.6% | +8.7% | -9.3% | -1.4% |
| 30D | -8.0% | -26.5% | +18.4% | -6.1% |
| 3M | -25.8% | -52.6% | +26.8% | -21.5% |
| 6M | -27.6% | -56.0% | +28.4% | -23.8% |
| YTD | -21.0% | -62.4% | +41.4% | -17.6% |
| 1Y | -12.3% | -62.7% | +50.5% | -9.3% |
| All | -12.3% | -65.9% | +53.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling