+68.7%
QBTS vs BAH
-7.6%
+76.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +3.8% | -1.3% | +5.1% | +4.3% |
| 30D | -15.2% | -6.6% | -8.6% | -13.2% |
| 3M | -27.2% | -7.2% | -20.1% | -25.9% |
| 6M | -10.1% | -10.0% | -0.1% | -8.3% |
| YTD | -34.5% | -12.5% | -22.1% | -32.8% |
| 1Y | +6.0% | -27.9% | +33.9% | +17.4% |
| 3Y | +1,779.3% | -31.4% | +1,810.7% | +2,017.8% |
| 5Y | +75.4% | -3.2% | +78.6% | +97.1% |
| All | +68.7% | -7.6% | +76.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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