+68.7%
QBTS vs BBWI
-39.5%
+108.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -1.6% |
| 7D | +3.8% | -4.4% | +8.2% | +4.8% |
| 30D | -15.2% | -7.4% | -7.8% | -14.3% |
| 3M | -27.2% | -2.2% | -25.0% | -27.5% |
| 6M | -10.1% | -16.3% | +6.2% | -7.7% |
| YTD | -34.5% | -9.1% | -25.4% | -34.3% |
| 1Y | +6.0% | -34.5% | +40.5% | +13.6% |
| 3Y | +1,779.3% | -47.0% | +1,826.2% | +1,930.4% |
| 5Y | +75.4% | -68.8% | +144.3% | +93.0% |
| All | +68.7% | -39.5% | +108.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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