+81.2%
QBTS vs BAX
-67.0%
+148.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.3% | +7.3% |
| 7D | +6.8% | -2.4% | +9.3% | +7.2% |
| 30D | -14.9% | -9.7% | -5.2% | -13.4% |
| 3M | -31.6% | +29.3% | -60.9% | -34.8% |
| 6M | -4.9% | +40.7% | -45.6% | -10.9% |
| YTD | -32.4% | +30.3% | -62.7% | -36.4% |
| 1Y | +14.6% | +3.4% | +11.2% | +11.9% |
| 3Y | +1,839.6% | -32.0% | +1,871.7% | +1,915.5% |
| 5Y | +81.2% | -66.9% | +148.1% | +113.3% |
| All | +81.2% | -67.0% | +148.3% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling