+25.1%
BX vs QBTS
+1,750.8%
-1,725.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.5% | -3.4% |
| 7D | -5.7% | +3.8% | -9.5% | -5.9% |
| 30D | -8.9% | -15.2% | +6.3% | -8.0% |
| 3M | +8.4% | -27.2% | +35.6% | +10.0% |
| 6M | +18.9% | -10.1% | +29.0% | +17.8% |
| YTD | -13.6% | -34.5% | +20.9% | -13.0% |
| 1Y | -22.4% | +6.0% | -28.4% | -25.0% |
| All | +25.1% | +1,750.8% | -1,725.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling