-7.8%
BA vs QBTS
+61.8%
-69.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | +1.2% | -2.4% | +3.6% | +1.2% |
| 30D | -11.6% | -22.5% | +10.9% | -10.9% |
| 3M | -2.4% | -40.0% | +37.6% | -1.1% |
| 6M | -6.6% | -12.3% | +5.7% | -6.9% |
| YTD | -2.2% | -36.6% | +34.4% | -1.8% |
| 1Y | -8.0% | +8.4% | -16.5% | -9.6% |
| 3Y | -5.0% | +1,380.4% | -1,385.3% | -14.9% |
| 5Y | -2.7% | +69.7% | -72.4% | -16.0% |
| All | -7.8% | +61.8% | -69.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling