+63.3%
QBTS vs BG
+115.5%
-52.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -2.4% | +2.8% | -5.2% | -2.4% |
| 30D | -22.5% | +12.0% | -34.5% | -22.5% |
| 3M | -40.0% | -7.7% | -32.3% | -39.8% |
| 6M | -12.3% | +4.5% | -16.8% | -12.4% |
| YTD | -36.6% | +35.7% | -72.3% | -37.0% |
| 1Y | +8.4% | +50.1% | -41.6% | +7.2% |
| 3Y | +1,380.4% | +12.6% | +1,367.7% | +1,367.4% |
| 5Y | +69.7% | +75.4% | -5.7% | +70.2% |
| All | +63.3% | +115.5% | -52.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling