+1,457.0%
QBTS vs BG
+20.1%
+1,436.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | -1.0% | +3.7% | -4.7% | -0.8% |
| 30D | -17.6% | +12.3% | -30.0% | -17.3% |
| 3M | -28.3% | -2.2% | -26.1% | -27.7% |
| 6M | -11.2% | +5.3% | -16.5% | -10.7% |
| YTD | -36.3% | +42.4% | -78.7% | -36.5% |
| 1Y | +3.9% | +55.2% | -51.3% | +2.4% |
| All | +1,457.0% | +20.1% | +1,436.9% | +1,378.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling