+306.8%
QBTS vs BAM
+81.2%
+225.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.1% |
| 7D | -10.5% | -2.7% | -7.8% | -7.7% |
| 30D | -20.5% | +15.5% | -36.0% | -32.2% |
| 3M | -54.3% | -6.9% | -47.4% | -51.0% |
| 6M | -55.4% | +9.9% | -65.3% | -60.4% |
| YTD | -63.4% | +1.4% | -64.8% | -64.4% |
| 1Y | -59.1% | +3.3% | -62.4% | -60.8% |
| 3Y | +1,216.8% | +83.6% | +1,133.2% | +591.7% |
| All | +306.8% | +81.2% | +225.6% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling