+102.8%
BAC vs QBTS
+11.9%
+90.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.1% | +2.1% |
| 7D | +2.0% | +13.7% | -11.7% | +1.5% |
| 30D | -6.9% | -21.3% | +14.3% | -6.4% |
| 3M | -19.6% | -44.7% | +25.2% | -18.4% |
| 6M | -0.5% | -49.2% | +48.7% | +0.7% |
| YTD | -6.6% | -56.1% | +49.5% | -5.6% |
| 1Y | -3.0% | -61.1% | +58.2% | -1.8% |
| 3Y | +97.3% | +1,511.0% | -1,413.7% | +75.1% |
| 5Y | +21.9% | +16.6% | +5.3% | +4.9% |
| All | +102.8% | +11.9% | +90.9% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling