+17.7%
QBTS vs BIYA
-99.9%
+117.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.6% |
| 7D | +8.7% | +10.0% | -1.3% | +8.5% |
| 30D | -26.5% | -17.7% | -8.8% | -26.2% |
| 3M | -52.6% | -55.0% | +2.5% | -52.0% |
| 6M | -56.0% | -85.1% | +29.2% | -56.9% |
| YTD | -62.4% | -96.9% | +34.5% | -62.0% |
| 1Y | -62.7% | -98.5% | +35.8% | -61.8% |
| All | +17.7% | -99.9% | +117.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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