+64.1%
QBTS vs BAX
-65.8%
+129.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -1.0% | -5.4% | +4.5% | 0.0% |
| 30D | -17.6% | -12.4% | -5.3% | -15.7% |
| 3M | -28.3% | +19.1% | -47.4% | -30.5% |
| 6M | -11.2% | +38.6% | -49.8% | -16.3% |
| YTD | -36.3% | +26.7% | -63.0% | -39.6% |
| 1Y | +3.9% | +1.0% | +2.8% | +1.8% |
| 3Y | +1,728.8% | -33.9% | +1,762.6% | +1,805.3% |
| 5Y | +70.9% | -67.0% | +137.9% | +99.0% |
| All | +64.1% | -65.8% | +129.9% | +88.3% |
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