-5.8%
QBTS vs BAX
-63.5%
+57.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -20.5% | +4.1% | -24.6% | -21.0% |
| 3M | -54.3% | -4.5% | -49.7% | -53.9% |
| 6M | -55.4% | +49.2% | -104.7% | -58.5% |
| YTD | -63.4% | +35.2% | -98.7% | -65.7% |
| 1Y | -59.1% | +38.3% | -97.4% | -61.9% |
| 3Y | +1,216.8% | -19.0% | +1,235.8% | +1,191.8% |
| 5Y | -2.6% | -64.2% | +61.5% | +12.0% |
| All | -5.8% | -63.5% | +57.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling