+1,264.0%
QBTS vs BAM
+85.9%
+1,178.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.9% | +17.1% | +17.0% |
| 7D | +0.3% | +9.7% | -9.4% | -9.6% |
| 30D | -29.8% | +19.0% | -48.8% | -42.2% |
| 3M | -45.0% | +0.6% | -45.5% | -46.1% |
| 6M | -55.2% | +11.1% | -66.3% | -60.8% |
| YTD | -59.2% | +4.2% | -63.3% | -61.5% |
| 1Y | -62.4% | +3.3% | -65.7% | -64.0% |
| 3Y | +1,264.0% | +88.8% | +1,175.2% | +548.5% |
| All | +1,264.0% | +85.9% | +1,178.1% | +548.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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