+1,511.0%
QBTS vs BAH
-26.0%
+1,537.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.9% |
| 7D | +13.7% | -1.5% | +15.2% | +13.8% |
| 30D | -21.3% | +17.3% | -38.5% | -26.5% |
| 3M | -44.7% | +14.9% | -59.6% | -48.2% |
| 6M | -49.2% | +14.2% | -63.4% | -52.9% |
| YTD | -56.1% | +5.1% | -61.3% | -58.3% |
| 1Y | -61.1% | +2.1% | -63.2% | -62.4% |
| 3Y | +1,511.0% | -26.0% | +1,536.9% | +1,339.0% |
| All | +1,511.0% | -26.0% | +1,537.0% | +1,339.0% |
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