-10.3%
BX vs QBTS
-62.5%
+52.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | +0.6% | -10.5% | +11.1% | +1.9% |
| 30D | +14.2% | -20.5% | +34.8% | +16.9% |
| 3M | -18.7% | -54.3% | +35.5% | -11.5% |
| 6M | +2.5% | -55.4% | +57.9% | +9.6% |
| YTD | -18.8% | -63.4% | +44.6% | -13.2% |
| 1Y | -10.3% | -59.1% | +48.8% | -4.6% |
| All | -10.3% | -62.5% | +52.2% | -4.6% |
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