-1.5%
BAC vs QBTS
-66.5%
+65.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +1.5% | -11.8% | +13.3% | +2.1% |
| 30D | -4.4% | -33.6% | +29.2% | -2.7% |
| 3M | -17.5% | -52.5% | +35.0% | -14.9% |
| 6M | -0.1% | -50.4% | +50.3% | +1.6% |
| YTD | -4.6% | -60.3% | +55.7% | -3.6% |
| 1Y | -1.5% | -65.1% | +63.6% | -0.1% |
| All | -1.5% | -66.5% | +65.0% | -0.1% |
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 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