+2.5%
BX vs QBTS
-57.3%
+59.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.7% |
| 7D | +0.6% | -10.5% | +11.1% | +1.6% |
| 30D | +14.2% | -20.5% | +34.8% | +16.5% |
| 3M | -18.7% | -54.3% | +35.5% | -13.2% |
| 6M | +2.5% | -55.4% | +57.9% | +8.5% |
| All | +2.5% | -57.3% | +59.8% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling