-16.2%
BA vs QBTS
+1,125.6%
-1,141.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -1.1% | -10.5% | +9.4% | -0.6% |
| 30D | -7.1% | -20.5% | +13.4% | -6.3% |
| 3M | -25.5% | -54.3% | +28.7% | -23.0% |
| 6M | -28.7% | -55.4% | +26.7% | -26.7% |
| YTD | -21.0% | -63.4% | +42.4% | -18.7% |
| 1Y | -11.9% | -59.1% | +47.3% | -10.0% |
| 3Y | -16.2% | +1,216.8% | -1,233.0% | -29.2% |
| All | -16.2% | +1,125.6% | -1,141.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling