+1,839.6%
QBTS vs BAH
-32.1%
+1,871.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +7.0% |
| 7D | +6.8% | -4.3% | +11.2% | +8.8% |
| 30D | -14.9% | -4.5% | -10.4% | -13.3% |
| 3M | -31.6% | -7.6% | -24.0% | -29.7% |
| 6M | -4.9% | -10.6% | +5.7% | -2.1% |
| YTD | -32.4% | -12.6% | -19.9% | -30.3% |
| 1Y | +14.6% | -27.0% | +41.6% | +30.3% |
| 3Y | +1,839.6% | -31.5% | +1,871.1% | +1,667.0% |
| All | +1,839.6% | -32.1% | +1,871.7% | +1,667.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling