+1,216.8%
QBTS vs BAX
-18.0%
+1,234.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.6% |
| 3M | -54.3% | -4.5% | -49.7% | -54.1% |
| 6M | -55.4% | +49.2% | -104.7% | -55.8% |
| YTD | -63.4% | +35.2% | -98.7% | -63.9% |
| 1Y | -59.1% | +38.3% | -97.4% | -59.6% |
| 3Y | +1,216.8% | -19.0% | +1,235.8% | +837.7% |
| All | +1,216.8% | -18.0% | +1,234.8% | +837.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling