+651.3%
BE vs QBTS
+2.2%
+649.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.6% | +4.3% | -3.1% |
| 7D | -13.4% | +1.1% | -14.4% | -13.4% |
| 30D | -33.9% | -28.1% | -5.8% | -30.6% |
| 3M | -12.0% | -48.1% | +36.1% | -3.5% |
| 6M | -29.0% | -53.6% | +24.6% | -21.4% |
| YTD | +113.4% | -59.9% | +173.3% | +137.9% |
| 1Y | +33.2% | -64.3% | +97.5% | +50.3% |
| 3Y | +1,659.2% | +1,355.6% | +303.6% | +1,222.7% |
| 5Y | +461.4% | +6.6% | +454.8% | +258.9% |
| All | +651.3% | +2.2% | +649.1% | +482.3% |
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