+65.5%
QBTS vs BG
+122.2%
-56.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.8% |
| 7D | +1.3% | +3.1% | -1.8% | +1.3% |
| 30D | -19.0% | +10.2% | -29.2% | -18.9% |
| 3M | -29.5% | -1.7% | -27.8% | -29.2% |
| 6M | -11.2% | +1.0% | -12.1% | -11.0% |
| YTD | -35.8% | +39.9% | -75.7% | -36.1% |
| 1Y | +1.7% | +53.2% | -51.5% | +0.6% |
| 3Y | +1,470.1% | +16.3% | +1,453.8% | +1,457.0% |
| 5Y | +72.3% | +83.9% | -11.6% | +72.8% |
| All | +65.5% | +122.2% | -56.7% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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