+151.5%
BAC vs QBTS
+61.8%
+89.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | 0.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | -0.4% | -22.5% | +22.1% | +0.2% |
| 3M | +16.9% | -40.0% | +56.9% | +18.2% |
| 6M | +26.6% | -12.3% | +38.9% | +26.0% |
| YTD | +15.8% | -36.6% | +52.4% | +16.1% |
| 1Y | +27.2% | +8.4% | +18.7% | +25.0% |
| 3Y | +132.4% | +1,380.4% | -1,248.0% | +105.6% |
| 5Y | +72.6% | +69.7% | +2.9% | +47.1% |
| All | +151.5% | +61.8% | +89.8% | +123.3% |
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 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