+63.3%
QBTS vs BAH
-6.9%
+70.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -22.5% | +2.0% | -24.5% | -23.1% |
| 3M | -40.0% | -7.6% | -32.4% | -38.7% |
| 6M | -12.3% | -5.7% | -6.6% | -12.4% |
| YTD | -36.6% | -11.7% | -24.9% | -35.1% |
| 1Y | +8.4% | -27.4% | +35.8% | +19.8% |
| 3Y | +1,380.4% | -32.5% | +1,412.9% | +1,573.0% |
| 5Y | +69.7% | -3.3% | +73.0% | +90.1% |
| All | +63.3% | -6.9% | +70.2% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling