+63.3%
QBTS vs BBWI
-33.4%
+96.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -22.5% | -5.2% | -17.3% | -21.9% |
| 3M | -40.0% | +11.1% | -51.1% | -42.0% |
| 6M | -12.3% | -13.4% | +1.1% | -10.7% |
| YTD | -36.6% | +0.1% | -36.7% | -37.8% |
| 1Y | +8.4% | -36.1% | +44.6% | +16.6% |
| 3Y | +1,380.4% | -44.1% | +1,424.5% | +1,472.7% |
| 5Y | +69.7% | -66.2% | +135.9% | +82.7% |
| All | +63.3% | -33.4% | +96.7% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling