-10.1%
BA vs QBTS
+1,081.4%
-1,091.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.0% | -17.5% | -0.3% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -7.9% | -29.8% | +21.9% | -6.5% |
| 3M | -25.3% | -45.0% | +19.6% | -23.4% |
| 6M | -24.6% | -55.2% | +30.6% | -22.5% |
| YTD | -20.1% | -59.2% | +39.0% | -18.2% |
| 1Y | -11.8% | -62.4% | +50.6% | -9.6% |
| 3Y | -10.1% | +1,264.0% | -1,274.1% | -23.1% |
| All | -10.1% | +1,081.4% | -1,091.5% | -23.1% |
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