+102.7%
BAC vs QBTS
-4.0%
+106.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.6% | +7.3% | -0.1% |
| 7D | +1.5% | +8.7% | -7.2% | +1.2% |
| 30D | -6.4% | -26.5% | +20.1% | -5.7% |
| 3M | -21.7% | -52.6% | +30.9% | -20.2% |
| 6M | +0.5% | -56.0% | +56.5% | +2.1% |
| YTD | -6.7% | -62.4% | +55.7% | -5.2% |
| 1Y | -4.7% | -62.7% | +58.1% | -3.4% |
| 3Y | +96.1% | +1,266.7% | -1,170.6% | +74.8% |
| 5Y | +21.7% | +0.2% | +21.5% | +5.2% |
| All | +102.7% | -4.0% | +106.7% | +82.3% |
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